+1,253.8%
ATI vs FTI
+1,779.9%
-526.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.9% |
| 7D | +4.2% | +4.3% | -0.2% | +1.6% |
| 30D | -2.5% | -4.7% | +2.1% | -0.4% |
| 3M | -19.4% | -13.5% | -5.9% | -13.1% |
| 6M | +11.1% | -8.7% | +19.8% | +14.5% |
| YTD | +59.5% | +49.0% | +10.5% | +22.0% |
| 1Y | +85.8% | +54.0% | +31.7% | +39.0% |
| 3Y | +311.9% | +211.6% | +100.3% | +92.8% |
| 5Y | +963.2% | +881.9% | +81.4% | +113.6% |
| 10Y | +977.6% | +188.1% | +789.5% | +268.2% |
| All | +1,253.8% | +1,779.9% | -526.0% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling