+7,102.6%
FAST vs ATI
+915.7%
+6,186.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -0.9% |
| 7D | +2.1% | +6.2% | -4.1% | +0.5% |
| 30D | +6.9% | -7.1% | +14.0% | +8.3% |
| 3M | +4.8% | -21.3% | +26.2% | +10.2% |
| 6M | +19.8% | +6.5% | +13.3% | +16.3% |
| YTD | +34.9% | +53.2% | -18.3% | +19.4% |
| 1Y | +32.8% | +82.7% | -49.9% | +12.6% |
| 3Y | +93.7% | +314.3% | -220.6% | +28.4% |
| 5Y | +105.3% | +890.9% | -785.6% | +5.7% |
| 10Y | +595.4% | +1,142.3% | -547.0% | +181.7% |
| All | +7,102.6% | +915.7% | +6,186.9% | +1,904.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling