+55.0%
FERG vs ATI
+361.7%
-306.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +3.4% | +3.2% | +0.2% | +2.6% |
| 30D | -11.5% | -9.0% | -2.5% | -9.5% |
| 3M | +1.3% | +15.1% | -13.8% | -2.8% |
| 6M | -1.0% | +38.1% | -39.1% | -9.7% |
| YTD | +3.2% | +80.7% | -77.4% | -11.7% |
| 1Y | -3.0% | +167.5% | -170.5% | -24.5% |
| 3Y | +55.0% | +366.0% | -311.0% | +5.7% |
| All | +55.0% | +361.7% | -306.7% | +5.7% |
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 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