+545.7%
FICO vs ATI
+1,024.4%
-478.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.2% |
| 7D | +0.9% | +1.3% | -0.5% | +0.5% |
| 30D | +9.4% | -4.8% | +14.2% | +9.9% |
| 3M | -30.4% | -19.9% | -10.5% | -28.2% |
| 6M | -35.1% | +15.4% | -50.5% | -38.6% |
| YTD | -56.8% | +59.2% | -116.0% | -62.3% |
| 1Y | -58.4% | +86.3% | -144.7% | -65.0% |
| 3Y | -26.7% | +318.2% | -344.9% | -50.5% |
| 5Y | +88.0% | +958.6% | -870.6% | +0.5% |
| 10Y | +545.7% | +996.8% | -451.0% | +206.6% |
| All | +545.7% | +1,024.4% | -478.7% | +206.6% |
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