+531.6%
FICO vs ATI
+1,119.3%
-587.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.4% | +1.8% |
| 7D | -0.1% | +6.0% | -6.1% | -1.2% |
| 30D | +8.4% | -3.6% | +12.1% | +8.6% |
| 3M | -30.5% | -18.9% | -11.6% | -28.5% |
| 6M | -35.7% | +16.7% | -52.4% | -39.3% |
| YTD | -57.2% | +61.1% | -118.3% | -62.7% |
| 1Y | -58.4% | +89.3% | -147.7% | -65.1% |
| 3Y | -24.8% | +333.3% | -358.1% | -49.5% |
| 5Y | +79.3% | +954.5% | -875.2% | -3.9% |
| 10Y | +531.6% | +1,067.0% | -535.3% | +201.9% |
| All | +531.6% | +1,119.3% | -587.7% | +201.9% |
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