+206.9%
FN vs ATI
+958.1%
-751.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.2% | +6.7% | +9.4% |
| 7D | +16.3% | +6.0% | +10.3% | +14.1% |
| 30D | -24.7% | -3.6% | -21.1% | -23.0% |
| 3M | -34.9% | -18.9% | -16.1% | -27.9% |
| 6M | -41.1% | +16.7% | -57.8% | -44.0% |
| YTD | -19.6% | +61.1% | -80.7% | -32.1% |
| 1Y | -18.5% | +89.3% | -107.8% | -35.0% |
| 3Y | +119.1% | +333.3% | -214.2% | +26.8% |
| 5Y | +206.9% | +954.5% | -747.5% | +44.7% |
| All | +206.9% | +958.1% | -751.2% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling