+86.5%
ATI vs FDS
+31.1%
+55.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | 0.0% |
| 7D | +8.3% | +9.4% | -1.1% | +10.6% |
| 30D | -7.3% | +23.8% | -31.0% | -2.6% |
| 3M | -10.5% | +25.1% | -35.7% | -5.3% |
| 6M | +16.4% | +53.8% | -37.4% | +30.1% |
| YTD | +56.1% | +19.6% | +36.5% | +71.9% |
| 1Y | +86.5% | +31.6% | +54.9% | +104.2% |
| All | +86.5% | +31.1% | +55.4% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling