+2,054.3%
FLUT vs ATI
+3,870.8%
-1,816.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.4% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | +7.7% | +2.7% | +5.0% | +7.4% |
| 3M | -0.7% | +16.3% | -17.0% | -2.2% |
| 6M | -11.2% | +30.2% | -41.3% | -13.4% |
| YTD | -53.4% | +83.6% | -137.0% | -55.9% |
| 1Y | -65.8% | +173.0% | -238.8% | -68.7% |
| 3Y | -44.9% | +356.6% | -401.6% | -51.9% |
| 5Y | -49.7% | +1,074.2% | -1,123.9% | -58.9% |
| 10Y | -9.7% | +1,136.2% | -1,145.9% | -29.9% |
| All | +2,054.3% | +3,870.8% | -1,816.5% | +1,397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling