+65.5%
FDX vs ATI
+320.9%
-255.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.2% | -3.7% |
| 7D | -1.6% | +6.2% | -7.8% | -3.0% |
| 30D | +6.6% | -7.1% | +13.7% | +7.9% |
| 3M | -2.1% | -21.3% | +19.3% | +2.8% |
| 6M | +2.2% | +6.5% | -4.3% | -0.8% |
| YTD | +33.9% | +53.2% | -19.2% | +19.6% |
| 1Y | +50.2% | +82.7% | -32.5% | +29.2% |
| 3Y | +65.5% | +314.3% | -248.8% | +19.1% |
| All | +65.5% | +320.9% | -255.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 3y: compounded portfolio wealth divided by compounded ATI 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…
3y analysis · Full analysis span regression · 6 months rolling