+67.1%
FDX vs ATI
+1,074.8%
-1,007.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -1.3% |
| 7D | -2.5% | -0.1% | -2.5% | -2.5% |
| 30D | +3.8% | +2.7% | +1.1% | +2.9% |
| 3M | -1.3% | +16.3% | -17.6% | -5.2% |
| 6M | +5.0% | +30.2% | -25.2% | -2.2% |
| YTD | +39.6% | +83.6% | -43.9% | +20.4% |
| 1Y | +81.1% | +173.0% | -91.9% | +42.4% |
| 3Y | +63.0% | +356.6% | -293.6% | +10.0% |
| All | +67.1% | +1,074.8% | -1,007.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling