+1,088.8%
ATI vs FDS
-20.4%
+1,109.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.0% |
| 7D | +3.2% | -5.4% | +8.6% | +3.9% |
| 30D | -9.0% | +1.6% | -10.6% | -9.3% |
| 3M | +15.1% | +17.7% | -2.7% | +11.4% |
| 6M | +38.1% | +29.1% | +9.1% | +29.8% |
| YTD | +80.7% | +1.0% | +79.7% | +82.8% |
| 1Y | +167.5% | -21.6% | +189.1% | +198.6% |
| 3Y | +366.0% | -30.1% | +396.1% | +441.2% |
| 5Y | +1,088.8% | -20.7% | +1,109.5% | +1,268.3% |
| All | +1,088.8% | -20.4% | +1,109.2% | +1,268.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling