+575.3%
FAST vs ATI
+1,108.2%
-532.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -0.6% |
| 7D | +2.1% | +6.2% | -4.1% | +0.9% |
| 30D | +6.9% | -7.1% | +14.0% | +7.9% |
| 3M | +4.8% | -21.3% | +26.2% | +8.8% |
| 6M | +19.8% | +6.5% | +13.3% | +17.3% |
| YTD | +34.9% | +53.2% | -18.3% | +23.5% |
| 1Y | +32.8% | +82.7% | -49.9% | +17.8% |
| 3Y | +93.7% | +314.3% | -220.6% | +43.5% |
| 5Y | +105.3% | +890.9% | -785.6% | +26.9% |
| All | +575.3% | +1,108.2% | -532.9% | +277.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling