+930.3%
ATI vs FDS
+127.7%
+802.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +4.2% | +1.5% | +2.7% | +3.6% |
| 30D | -2.5% | +14.8% | -17.4% | -8.4% |
| 3M | -19.4% | +16.3% | -35.7% | -25.5% |
| 6M | +11.1% | +66.2% | -55.2% | -15.9% |
| YTD | +59.5% | +16.2% | +43.3% | +41.0% |
| 1Y | +85.8% | +21.8% | +63.9% | +58.6% |
| 3Y | +311.9% | -23.9% | +335.8% | +355.5% |
| 5Y | +963.2% | -23.1% | +986.4% | +1,039.1% |
| All | +930.3% | +127.7% | +802.7% | +427.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling