+976.7%
ATI vs FDS
+1,953.6%
-976.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | +1.3% | -2.0% | +3.3% | +2.1% |
| 30D | -4.8% | +13.5% | -18.3% | -11.2% |
| 3M | -19.9% | +15.2% | -35.1% | -27.0% |
| 6M | +15.4% | +47.0% | -31.7% | -10.8% |
| YTD | +59.2% | +13.9% | +45.3% | +35.4% |
| 1Y | +86.3% | +25.2% | +61.1% | +49.7% |
| 3Y | +318.2% | -25.3% | +343.6% | +331.3% |
| 5Y | +958.6% | -23.3% | +981.9% | +956.5% |
| 10Y | +996.8% | +126.0% | +870.7% | +512.8% |
| All | +976.7% | +1,953.6% | -976.9% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling