+930.3%
ATI vs FTV
+109.2%
+821.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +4.2% | +3.9% | +0.3% | +1.0% |
| 30D | -2.5% | +18.7% | -21.2% | -15.4% |
| 3M | -19.4% | +10.0% | -29.4% | -25.9% |
| 6M | +11.1% | +14.6% | -3.5% | -2.3% |
| YTD | +59.5% | +23.4% | +36.1% | +28.6% |
| 1Y | +85.8% | +31.3% | +54.5% | +41.6% |
| 3Y | +311.9% | +39.8% | +272.1% | +191.3% |
| 5Y | +963.2% | +17.7% | +945.6% | +758.4% |
| All | +930.3% | +109.2% | +821.1% | +314.5% |
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