-26.8%
FLUT vs ATI
+961.4%
-988.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.6% |
| 7D | -0.7% | +4.2% | -4.9% | -1.1% |
| 30D | +9.3% | -2.5% | +11.8% | +9.3% |
| 3M | -17.5% | -19.4% | +1.9% | -15.8% |
| 6M | -14.6% | +11.1% | -25.7% | -16.4% |
| YTD | -62.3% | +59.5% | -121.8% | -64.9% |
| 1Y | -59.6% | +85.8% | -145.4% | -63.1% |
| 3Y | -45.3% | +311.9% | -357.2% | -55.3% |
| 5Y | -50.4% | +963.2% | -1,013.7% | -62.4% |
| All | -26.8% | +961.4% | -988.2% | -46.3% |
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