+1,567.4%
ATI vs FTV
+90.8%
+1,476.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.8% |
| 7D | -0.1% | -4.5% | +4.4% | +3.8% |
| 30D | +2.7% | -7.1% | +9.8% | +8.9% |
| 3M | +16.3% | -7.2% | +23.5% | +22.3% |
| 6M | +30.2% | -1.5% | +31.7% | +29.5% |
| YTD | +83.6% | +3.5% | +80.1% | +71.4% |
| 1Y | +173.0% | +20.3% | +152.7% | +122.5% |
| 3Y | +356.6% | -3.1% | +359.8% | +342.7% |
| 5Y | +1,074.2% | +2.3% | +1,071.8% | +957.7% |
| 10Y | +1,136.2% | +76.3% | +1,059.9% | +509.3% |
| All | +1,567.4% | +90.8% | +1,476.6% | +670.2% |
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 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