+935.8%
ATI vs FDS
+1,965.6%
-1,029.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.7% | +8.1% | +6.2% |
| 7D | +6.2% | -0.5% | +6.7% | +6.2% |
| 30D | -7.1% | +20.2% | -27.3% | -15.9% |
| 3M | -21.3% | +19.9% | -41.2% | -29.7% |
| 6M | +6.5% | +56.2% | -49.7% | -20.3% |
| YTD | +53.2% | +14.6% | +38.6% | +29.9% |
| 1Y | +82.7% | +31.6% | +51.1% | +43.0% |
| 3Y | +314.3% | -23.8% | +338.1% | +322.7% |
| 5Y | +890.9% | -22.6% | +913.5% | +884.1% |
| 10Y | +1,142.3% | +139.3% | +1,003.0% | +574.7% |
| All | +935.8% | +1,965.6% | -1,029.8% | +153.5% |
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