+85.8%
ATI vs FTV
+31.1%
+54.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +4.2% | +3.9% | +0.3% | +3.2% |
| 30D | -2.5% | +18.7% | -21.2% | -5.7% |
| 3M | -19.4% | +10.0% | -29.4% | -20.7% |
| 6M | +11.1% | +14.6% | -3.5% | +8.4% |
| YTD | +59.5% | +23.4% | +36.1% | +52.2% |
| 1Y | +85.8% | +31.3% | +54.5% | +69.4% |
| All | +85.8% | +31.1% | +54.7% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling