+1,443.7%
FANG vs ATI
+593.1%
+850.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.0% | +2.6% |
| 7D | +1.2% | -2.7% | +3.9% | +2.1% |
| 30D | +2.4% | -13.5% | +15.9% | +7.3% |
| 3M | +5.1% | +8.5% | -3.5% | +0.9% |
| 6M | +16.4% | +25.2% | -8.8% | +4.4% |
| YTD | +39.0% | +73.4% | -34.4% | +10.2% |
| 1Y | +50.6% | +160.5% | -109.9% | +2.2% |
| 3Y | +46.9% | +347.3% | -300.4% | -22.7% |
| 5Y | +238.2% | +1,049.0% | -810.7% | +19.6% |
| 10Y | +181.3% | +1,131.4% | -950.2% | -10.1% |
| All | +1,443.7% | +593.1% | +850.6% | +449.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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