-29.1%
FN vs ATI
+81.8%
-110.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.4% | +7.2% | +7.6% |
| 7D | 0.0% | +6.2% | -6.2% | -4.3% |
| 30D | -34.3% | -7.1% | -27.2% | -29.3% |
| 3M | -39.9% | -21.3% | -18.5% | -24.3% |
| 6M | -51.8% | +6.5% | -58.3% | -53.8% |
| YTD | -28.1% | +53.2% | -81.3% | -55.1% |
| 1Y | -29.1% | +82.7% | -111.8% | -65.3% |
| All | -29.1% | +81.8% | -110.8% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling