+86.5%
ATI vs IFF
+44.8%
+41.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.2% |
| 7D | +8.3% | -3.3% | +11.6% | +8.9% |
| 30D | -7.3% | +5.3% | -12.5% | -8.6% |
| 3M | -10.5% | +8.9% | -19.4% | -13.0% |
| 6M | +16.4% | +26.3% | -10.0% | +6.4% |
| YTD | +56.1% | +32.2% | +23.9% | +44.8% |
| 1Y | +86.5% | +45.8% | +40.8% | +71.2% |
| All | +86.5% | +44.8% | +41.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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