+1,091.6%
ATI vs FTI
+301.2%
+790.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.3% |
| 7D | -2.7% | -5.6% | +2.9% | -0.1% |
| 30D | -13.5% | +0.4% | -13.9% | -13.8% |
| 3M | +8.5% | +8.1% | +0.4% | +4.0% |
| 6M | +25.2% | +16.7% | +8.5% | +14.8% |
| YTD | +73.4% | +70.0% | +3.4% | +33.6% |
| 1Y | +160.5% | +85.4% | +75.1% | +92.2% |
| 3Y | +347.3% | +265.9% | +81.4% | +133.3% |
| 5Y | +1,049.0% | +1,072.7% | -23.8% | +210.6% |
| All | +1,091.6% | +301.2% | +790.4% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling