+1,076.9%
ATI vs FTV
+1.8%
+1,075.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.4% |
| 7D | +2.4% | -1.3% | +3.7% | +3.2% |
| 30D | -9.5% | -9.5% | 0.0% | -3.7% |
| 3M | +10.4% | -10.9% | +21.3% | +17.9% |
| 6M | +31.8% | -0.6% | +32.4% | +30.6% |
| YTD | +80.0% | +1.4% | +78.6% | +73.0% |
| 1Y | +175.8% | +17.6% | +158.2% | +137.6% |
| 3Y | +364.2% | -3.3% | +367.5% | +353.9% |
| 5Y | +1,076.9% | -0.1% | +1,077.0% | +964.2% |
| All | +1,076.9% | +1.8% | +1,075.0% | +964.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling