-10.4%
FLUT vs ATI
+1,068.2%
-1,078.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -2.6% | +2.4% | -5.0% | -2.9% |
| 30D | +5.4% | -9.5% | +14.9% | +6.4% |
| 3M | -10.8% | +10.4% | -21.1% | -12.1% |
| 6M | -9.2% | +31.8% | -41.0% | -12.7% |
| YTD | -53.8% | +80.0% | -133.8% | -57.3% |
| 1Y | -66.0% | +175.8% | -241.8% | -70.2% |
| 3Y | -44.7% | +364.2% | -408.9% | -55.0% |
| 5Y | -50.6% | +1,076.9% | -1,127.4% | -62.6% |
| 10Y | -10.4% | +1,178.1% | -1,188.5% | -34.7% |
| All | -10.4% | +1,068.2% | -1,078.6% | -34.7% |
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 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