-52.0%
FLUT vs ATI
+320.9%
-372.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -6.0% | -2.1% |
| 7D | -1.1% | +6.2% | -7.2% | -2.0% |
| 30D | +7.7% | -7.1% | +14.8% | +8.5% |
| 3M | -12.2% | -21.3% | +9.2% | -9.5% |
| 6M | -17.6% | +6.5% | -24.1% | -20.0% |
| YTD | -62.0% | +53.2% | -115.2% | -66.4% |
| 1Y | -62.3% | +82.7% | -145.0% | -68.1% |
| 3Y | -52.0% | +314.3% | -366.3% | -69.3% |
| All | -52.0% | +320.9% | -372.8% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling