-25.6%
FLUT vs ATI
+1,024.4%
-1,050.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -1.5% | +1.3% | -2.8% | -1.7% |
| 30D | +3.4% | -4.8% | +8.2% | +3.7% |
| 3M | -12.5% | -19.9% | +7.5% | -10.7% |
| 6M | -18.5% | +15.4% | -33.8% | -20.5% |
| YTD | -61.6% | +59.2% | -120.8% | -64.2% |
| 1Y | -64.1% | +86.3% | -150.4% | -67.2% |
| 3Y | -44.5% | +318.2% | -362.7% | -54.6% |
| 5Y | -51.3% | +958.6% | -1,009.9% | -63.0% |
| 10Y | -25.6% | +996.8% | -1,022.3% | -45.3% |
| All | -25.6% | +1,024.4% | -1,050.0% | -45.3% |
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