+175.8%
ATI vs FDS
-23.8%
+199.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -1.1% |
| 7D | +2.4% | -8.8% | +11.2% | +0.4% |
| 30D | -9.5% | -1.4% | -8.1% | -9.5% |
| 3M | +10.4% | +13.9% | -3.5% | +14.4% |
| 6M | +31.8% | +27.4% | +4.4% | +39.9% |
| YTD | +80.0% | -2.5% | +82.4% | +86.1% |
| 1Y | +175.8% | -23.8% | +199.6% | +177.9% |
| All | +175.8% | -23.8% | +199.6% | +177.9% |
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