+499.7%
FICO vs ATI
+1,108.2%
-608.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.2% |
| 7D | -0.9% | +6.2% | -7.1% | -2.1% |
| 30D | +3.3% | -7.1% | +10.4% | +4.2% |
| 3M | -31.7% | -21.3% | -10.4% | -29.4% |
| 6M | -34.0% | +6.5% | -40.5% | -36.6% |
| YTD | -58.3% | +53.2% | -111.5% | -63.4% |
| 1Y | -57.9% | +82.7% | -140.6% | -64.4% |
| 3Y | -24.1% | +314.3% | -338.4% | -48.6% |
| 5Y | +85.3% | +890.9% | -805.6% | +0.9% |
| All | +499.7% | +1,108.2% | -608.5% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling