+1,090.2%
ATI vs FTV
+80.7%
+1,009.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -5.6% | -4.0% | -1.7% | -2.4% |
| 30D | -13.7% | -11.0% | -2.7% | -5.1% |
| 3M | -0.4% | -8.4% | +8.0% | +6.0% |
| 6M | +26.2% | -2.6% | +28.8% | +26.8% |
| YTD | +73.2% | -0.6% | +73.8% | +67.4% |
| 1Y | +161.6% | +11.0% | +150.7% | +129.1% |
| 3Y | +346.2% | -6.3% | +352.5% | +344.9% |
| 5Y | +1,047.6% | -1.5% | +1,049.2% | +968.7% |
| All | +1,090.2% | +80.7% | +1,009.5% | +478.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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