+1,457.6%
ATI vs FTI
+2,165.1%
-707.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.2% |
| 7D | -0.1% | +5.3% | -5.3% | -3.1% |
| 30D | +2.7% | +15.3% | -12.6% | -5.9% |
| 3M | +16.3% | +15.8% | +0.6% | +5.6% |
| 6M | +30.2% | +22.6% | +7.6% | +13.1% |
| YTD | +83.6% | +79.5% | +4.0% | +26.9% |
| 1Y | +173.0% | +102.0% | +71.0% | +75.2% |
| 3Y | +356.6% | +315.8% | +40.8% | +80.2% |
| 5Y | +1,074.2% | +1,129.5% | -55.3% | +105.2% |
| 10Y | +1,136.2% | +320.9% | +815.3% | +233.2% |
| All | +1,457.6% | +2,165.1% | -707.5% | +38.4% |
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