+173.0%
ATI vs FDS
-17.4%
+190.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.5% | +2.2% |
| 7D | -0.1% | -1.9% | +1.9% | -0.4% |
| 30D | +2.7% | +9.0% | -6.3% | +4.8% |
| 3M | +16.3% | +18.9% | -2.5% | +21.9% |
| 6M | +30.2% | +35.1% | -5.0% | +40.2% |
| YTD | +83.6% | +5.5% | +78.1% | +92.9% |
| 1Y | +173.0% | -16.8% | +189.8% | +181.2% |
| All | +173.0% | -17.4% | +190.4% | +181.2% |
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