+565.2%
FLEX vs ATI
+1,108.2%
-543.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.1% | +2.8% |
| 7D | -19.3% | +6.2% | -25.5% | -21.0% |
| 30D | -41.5% | -7.1% | -34.4% | -39.6% |
| 3M | -43.1% | -21.3% | -21.8% | -37.3% |
| 6M | -48.2% | +6.5% | -54.7% | -48.9% |
| YTD | +15.5% | +53.2% | -37.7% | +0.1% |
| 1Y | +10.2% | +82.7% | -72.5% | -10.3% |
| 3Y | +256.8% | +314.3% | -57.5% | +109.7% |
| 5Y | +408.2% | +890.9% | -482.7% | +112.2% |
| All | +565.2% | +1,108.2% | -543.0% | +147.1% |
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