+107.2%
FAST vs ATI
+1,074.8%
-967.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.3% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.8% | +2.7% | -3.5% | -1.3% |
| 3M | +5.8% | +16.3% | -10.6% | +2.8% |
| 6M | +8.0% | +30.2% | -22.2% | +2.6% |
| YTD | +25.6% | +83.6% | -57.9% | +12.8% |
| 1Y | +0.8% | +173.0% | -172.2% | -15.5% |
| 3Y | +86.1% | +356.6% | -270.5% | +37.9% |
| All | +107.2% | +1,074.8% | -967.7% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling