+69.3%
FERG vs ATI
+1,086.3%
-1,017.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.9% | +2.4% | -1.5% | +0.3% |
| 30D | -15.1% | -9.5% | -5.6% | -13.0% |
| 3M | -4.8% | +10.4% | -15.2% | -7.7% |
| 6M | -2.5% | +31.8% | -34.3% | -9.9% |
| YTD | +1.8% | +80.0% | -78.2% | -13.0% |
| 1Y | -0.3% | +175.8% | -176.1% | -23.6% |
| 3Y | +52.9% | +364.2% | -311.3% | -0.9% |
| 5Y | +69.3% | +1,076.9% | -1,007.6% | -7.3% |
| All | +69.3% | +1,086.3% | -1,017.0% | -7.3% |
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