+160.3%
FN vs ATI
+363.8%
-203.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +1.5% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -22.0% | +2.7% | -24.7% | -22.8% |
| 3M | -43.0% | +16.3% | -59.3% | -46.9% |
| 6M | -27.7% | +30.2% | -57.9% | -36.6% |
| YTD | -10.5% | +83.6% | -94.1% | -32.7% |
| 1Y | +12.5% | +173.0% | -160.5% | -28.9% |
| All | +160.3% | +363.8% | -203.4% | +36.4% |
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