+98.1%
FAST vs ATI
+323.3%
-225.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +2.3% |
| 7D | +3.8% | +6.0% | -2.2% | +3.0% |
| 30D | +8.1% | -3.6% | +11.7% | +8.3% |
| 3M | +5.8% | -18.9% | +24.7% | +8.5% |
| 6M | +24.9% | +16.7% | +8.1% | +21.1% |
| YTD | +38.9% | +61.1% | -22.2% | +28.6% |
| 1Y | +36.5% | +89.3% | -52.8% | +23.7% |
| 3Y | +98.1% | +333.3% | -235.2% | +56.5% |
| All | +98.1% | +323.3% | -225.1% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling