+449.4%
FLEX vs ATI
+373.5%
+75.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | -0.2% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -10.1% | +2.7% | -12.9% | -11.6% |
| 3M | -31.3% | +16.3% | -47.7% | -36.3% |
| 6M | +71.3% | +30.2% | +41.1% | +49.9% |
| YTD | +81.2% | +83.6% | -2.3% | +36.0% |
| 1Y | +98.5% | +173.0% | -74.5% | +24.7% |
| All | +449.4% | +373.5% | +75.9% | +179.7% |
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