+504.3%
ATI vs FIVE
+822.5%
-318.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | +6.2% | -0.3% | +6.4% | +6.2% |
| 30D | -7.1% | +17.7% | -24.7% | -11.8% |
| 3M | -21.3% | +4.0% | -25.3% | -22.8% |
| 6M | +6.5% | +2.6% | +3.9% | +4.0% |
| YTD | +53.2% | +27.6% | +25.6% | +39.2% |
| 1Y | +82.7% | +59.9% | +22.8% | +54.3% |
| 3Y | +314.3% | +35.8% | +278.5% | +240.2% |
| 5Y | +890.9% | +14.4% | +876.5% | +722.0% |
| 10Y | +1,142.3% | +576.1% | +566.2% | +455.3% |
| All | +504.3% | +822.5% | -318.1% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling