+930.3%
ATI vs FTI
+189.4%
+741.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.7% |
| 7D | +4.2% | +4.3% | -0.2% | +2.1% |
| 30D | -2.5% | -4.7% | +2.1% | -0.9% |
| 3M | -19.4% | -13.5% | -5.9% | -14.5% |
| 6M | +11.1% | -8.7% | +19.8% | +14.0% |
| YTD | +59.5% | +49.0% | +10.5% | +29.8% |
| 1Y | +85.8% | +54.0% | +31.7% | +48.5% |
| 3Y | +311.9% | +211.6% | +100.3% | +131.0% |
| 5Y | +963.2% | +881.9% | +81.4% | +214.1% |
| All | +930.3% | +189.4% | +741.0% | +359.7% |
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