+102.4%
FN vs ATI
+320.9%
-218.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.4% | +7.2% | +9.1% |
| 7D | 0.0% | +6.2% | -6.2% | -2.8% |
| 30D | -34.3% | -7.1% | -27.2% | -31.1% |
| 3M | -39.9% | -21.3% | -18.5% | -30.6% |
| 6M | -51.8% | +6.5% | -58.3% | -52.5% |
| YTD | -28.1% | +53.2% | -81.3% | -40.2% |
| 1Y | -29.1% | +82.7% | -111.8% | -45.2% |
| 3Y | +102.4% | +314.3% | -211.9% | +5.9% |
| All | +102.4% | +320.9% | -218.4% | +5.9% |
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 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