+1,348.4%
FERG vs ATI
+406.7%
+941.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +2.1% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | -10.2% | +2.7% | -12.9% | -10.4% |
| 3M | -0.6% | +16.3% | -16.9% | -1.8% |
| 6M | -6.5% | +30.2% | -36.7% | -8.6% |
| YTD | +4.2% | +83.6% | -79.4% | -0.5% |
| 1Y | -2.3% | +173.0% | -175.3% | -9.2% |
| 3Y | +48.5% | +356.6% | -308.2% | +32.6% |
| 5Y | +72.0% | +1,074.2% | -1,002.2% | +47.6% |
| 10Y | +369.9% | +1,136.2% | -766.3% | +297.6% |
| All | +1,348.4% | +406.7% | +941.7% | +1,195.4% |
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