+1,658.1%
FLUT vs ATI
+3,213.6%
-1,555.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -6.0% | -1.9% |
| 7D | -1.1% | +6.2% | -7.2% | -1.6% |
| 30D | +7.7% | -7.1% | +14.8% | +8.1% |
| 3M | -12.2% | -21.3% | +9.2% | -10.8% |
| 6M | -17.6% | +6.5% | -24.1% | -18.5% |
| YTD | -62.0% | +53.2% | -115.2% | -63.6% |
| 1Y | -62.3% | +82.7% | -145.0% | -64.4% |
| 3Y | -52.0% | +314.3% | -366.3% | -57.8% |
| 5Y | -51.8% | +890.9% | -942.7% | -60.1% |
| 10Y | -26.3% | +1,142.3% | -1,168.6% | -42.6% |
| All | +1,658.1% | +3,213.6% | -1,555.5% | +1,135.9% |
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