-57.9%
FICO vs ATI
+81.8%
-139.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | +1.0% |
| 7D | -0.9% | +6.2% | -7.1% | +1.1% |
| 30D | +3.3% | -7.1% | +10.4% | +1.9% |
| 3M | -31.7% | -21.3% | -10.4% | -34.7% |
| 6M | -34.0% | +6.5% | -40.5% | -33.7% |
| YTD | -58.3% | +53.2% | -111.5% | -60.5% |
| 1Y | -57.9% | +82.7% | -140.6% | -63.5% |
| All | -57.9% | +81.8% | -139.7% | -63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling