+1,384.4%
ATI vs FTV
+127.5%
+1,256.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | +4.7% | -0.7% | +5.4% | +5.4% |
| 30D | -0.2% | +18.3% | -18.6% | -13.3% |
| 3M | -18.5% | +10.2% | -28.7% | -25.2% |
| 6M | +16.4% | +12.8% | +3.5% | +3.5% |
| YTD | +63.4% | +23.4% | +40.0% | +31.4% |
| 1Y | +91.5% | +31.4% | +60.1% | +45.5% |
| 3Y | +329.2% | +38.7% | +290.6% | +204.6% |
| 5Y | +966.7% | +18.6% | +948.1% | +751.6% |
| 10Y | +1,003.8% | +110.1% | +893.6% | +367.6% |
| All | +1,384.4% | +127.5% | +1,256.9% | +490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling