-83.0%
FRMI vs ATI
+157.1%
-240.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +15.9% | +2.4% | +13.5% | +14.0% |
| 30D | -6.0% | -9.5% | +3.5% | +0.7% |
| 3M | -1.6% | +10.4% | -12.0% | -8.5% |
| 6M | -30.7% | +31.8% | -62.5% | -44.3% |
| YTD | -30.9% | +80.0% | -110.9% | -58.3% |
| All | -83.0% | +157.1% | -240.1% | -91.5% |
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