+533.3%
FAST vs ATI
+961.4%
-428.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | 0.0% |
| 7D | +4.2% | +4.2% | 0.0% | +3.4% |
| 30D | +6.7% | -2.5% | +9.2% | +6.8% |
| 3M | +8.0% | -19.4% | +27.5% | +11.6% |
| 6M | +27.4% | +11.1% | +16.3% | +23.9% |
| YTD | +40.5% | +59.5% | -19.0% | +27.9% |
| 1Y | +38.4% | +85.8% | -47.4% | +22.6% |
| 3Y | +98.7% | +311.9% | -213.2% | +48.0% |
| 5Y | +106.7% | +963.2% | -856.5% | +27.2% |
| All | +533.3% | +961.4% | -428.1% | +274.2% |
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