+143.3%
FN vs ATI
+894.3%
-751.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.0% | -8.2% | -11.5% |
| 7D | -16.0% | -3.8% | -12.2% | -14.1% |
| 30D | -40.1% | -13.5% | -26.6% | -35.8% |
| 3M | -43.9% | -17.9% | -26.0% | -38.2% |
| 6M | -55.6% | +8.4% | -64.0% | -56.4% |
| YTD | -35.7% | +46.7% | -82.3% | -43.4% |
| 1Y | -39.8% | +74.5% | -114.3% | -50.2% |
| 3Y | +80.3% | +303.7% | -223.4% | +8.0% |
| 5Y | +143.3% | +848.9% | -705.6% | +20.1% |
| All | +143.3% | +894.3% | -751.0% | +20.1% |
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