-92.0%
FRMI vs ATI
+127.9%
-219.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -3.7% | +30.4% | +29.0% |
| 7D | +66.2% | +4.2% | +62.1% | +61.3% |
| 30D | -17.4% | -2.5% | -14.9% | -16.4% |
| 3M | -60.5% | -19.4% | -41.0% | -54.4% |
| 6M | -56.5% | +11.1% | -67.6% | -60.1% |
| YTD | -67.4% | +59.5% | -126.9% | -78.7% |
| 1Y | -85.1% | +85.8% | -170.9% | -91.2% |
| All | -92.0% | +127.9% | -219.9% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling