+624.2%
ATI vs FIVE
+868.1%
-243.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +1.4% |
| 7D | -0.1% | +4.3% | -4.3% | -1.4% |
| 30D | +2.7% | +12.5% | -9.8% | -1.4% |
| 3M | +16.3% | +31.2% | -14.9% | +6.1% |
| 6M | +30.2% | +14.4% | +15.8% | +23.0% |
| YTD | +83.6% | +33.9% | +49.7% | +64.7% |
| 1Y | +173.0% | +65.1% | +108.0% | +128.4% |
| 3Y | +356.6% | +49.0% | +307.7% | +263.9% |
| 5Y | +1,074.2% | +30.3% | +1,043.9% | +830.1% |
| 10Y | +1,136.2% | +481.1% | +655.1% | +474.0% |
| All | +624.2% | +868.1% | -243.9% | +175.4% |
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