+32.8%
FAST vs ATI
+81.8%
-49.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -0.5% |
| 7D | +2.1% | +6.2% | -4.1% | +1.0% |
| 30D | +6.9% | -7.1% | +14.0% | +7.8% |
| 3M | +4.8% | -21.3% | +26.2% | +9.1% |
| 6M | +19.8% | +6.5% | +13.3% | +15.8% |
| YTD | +34.9% | +53.2% | -18.3% | +15.2% |
| 1Y | +32.8% | +82.7% | -49.9% | +6.6% |
| All | +32.8% | +81.8% | -49.0% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling