+321.9%
ATI vs FTV
+39.1%
+282.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +4.7% | -0.7% | +5.4% | +5.2% |
| 30D | -0.2% | +18.3% | -18.6% | -9.3% |
| 3M | -18.5% | +10.2% | -28.7% | -22.9% |
| 6M | +16.4% | +12.8% | +3.5% | +7.8% |
| YTD | +63.4% | +23.4% | +40.0% | +40.0% |
| 1Y | +91.5% | +31.4% | +60.1% | +56.0% |
| All | +321.9% | +39.1% | +282.7% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling