+2,625.3%
FN vs ATI
+291.8%
+2,333.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.0% | -8.2% | -12.5% |
| 7D | -16.0% | -3.8% | -12.2% | -14.8% |
| 30D | -40.1% | -13.5% | -26.6% | -37.3% |
| 3M | -43.9% | -17.9% | -26.0% | -40.2% |
| 6M | -55.6% | +8.4% | -64.0% | -56.2% |
| YTD | -35.7% | +46.7% | -82.3% | -41.3% |
| 1Y | -39.8% | +74.5% | -114.3% | -47.5% |
| 3Y | +80.3% | +303.7% | -223.4% | +23.6% |
| 5Y | +143.3% | +848.9% | -705.6% | +31.1% |
| 10Y | +682.3% | +1,089.7% | -407.4% | +243.9% |
| All | +2,625.3% | +291.8% | +2,333.5% | +1,425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling