+1,403.2%
ATI vs FLR
+603.8%
+799.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +4.2% |
| 7D | -0.1% | +5.4% | -5.5% | -2.9% |
| 30D | +2.7% | +11.4% | -8.7% | -4.3% |
| 3M | +16.3% | +11.4% | +4.9% | +8.2% |
| 6M | +30.2% | +16.6% | +13.5% | +17.1% |
| YTD | +83.6% | +41.7% | +41.8% | +48.4% |
| 1Y | +173.0% | +35.4% | +137.6% | +123.7% |
| 3Y | +356.6% | +57.3% | +299.3% | +215.6% |
| 5Y | +1,074.2% | +241.0% | +833.2% | +403.2% |
| 10Y | +1,136.2% | +16.6% | +1,119.6% | +565.4% |
| All | +1,403.2% | +603.8% | +799.4% | +308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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