+348.1%
FERG vs ATI
+1,155.5%
-807.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | -0.6% |
| 7D | -1.0% | -2.7% | +1.7% | -0.7% |
| 30D | -11.8% | -13.5% | +1.7% | -10.3% |
| 3M | -1.2% | +8.5% | -9.8% | -2.4% |
| 6M | -2.3% | +25.2% | -27.5% | -5.2% |
| YTD | +0.8% | +73.4% | -72.6% | -5.6% |
| 1Y | +0.5% | +160.5% | -160.0% | -10.0% |
| 3Y | +51.4% | +347.3% | -295.9% | +27.0% |
| 5Y | +67.5% | +1,049.0% | -981.5% | +32.0% |
| All | +348.1% | +1,155.5% | -807.4% | +247.9% |
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