-63.2%
FLUT vs ATI
+86.4%
-149.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.4% |
| 7D | +4.2% | +8.3% | -4.2% | +4.8% |
| 30D | +8.0% | -7.3% | +15.3% | +7.3% |
| 3M | -22.1% | -10.5% | -11.6% | -22.9% |
| 6M | -21.7% | +16.4% | -38.1% | -22.4% |
| YTD | -62.0% | +56.1% | -118.0% | -64.7% |
| 1Y | -63.2% | +86.5% | -149.7% | -68.8% |
| All | -63.2% | +86.4% | -149.6% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling