+1,060.6%
FLEX vs ATI
+1,051.1%
+9.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.0% |
| 7D | +7.0% | +3.2% | +3.8% | +5.7% |
| 30D | -5.8% | -9.0% | +3.2% | -2.2% |
| 3M | -24.2% | +15.1% | -39.3% | -27.8% |
| 6M | +90.8% | +38.1% | +52.7% | +70.7% |
| YTD | +89.2% | +80.7% | +8.5% | +53.8% |
| 1Y | +104.7% | +167.5% | -62.8% | +44.2% |
| 3Y | +478.1% | +366.0% | +112.1% | +225.2% |
| 5Y | +726.2% | +1,088.8% | -362.6% | +223.9% |
| 10Y | +1,060.6% | +1,055.0% | +5.6% | +307.1% |
| All | +1,060.6% | +1,051.1% | +9.5% | +307.1% |
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