+424.8%
FLEX vs ATI
+959.5%
-534.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -2.2% |
| 7D | +7.5% | +4.2% | +3.3% | +5.5% |
| 30D | -25.3% | -2.5% | -22.8% | -24.0% |
| 3M | -39.7% | -19.4% | -20.3% | -32.8% |
| 6M | -47.9% | +11.1% | -58.9% | -49.6% |
| YTD | +24.1% | +59.5% | -35.4% | +3.8% |
| 1Y | +26.0% | +85.8% | -59.8% | -0.8% |
| 3Y | +282.7% | +311.9% | -29.2% | +113.8% |
| All | +424.8% | +959.5% | -534.8% | +110.6% |
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