-23.8%
FICO vs ATI
+303.0%
-326.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.0% |
| 7D | -0.3% | -3.8% | +3.6% | -0.2% |
| 30D | +1.7% | -13.5% | +15.3% | +2.2% |
| 3M | -35.2% | -17.9% | -17.3% | -34.8% |
| 6M | -33.7% | +8.4% | -42.0% | -36.0% |
| YTD | -58.2% | +46.7% | -104.8% | -62.0% |
| 1Y | -56.6% | +74.5% | -131.0% | -61.9% |
| All | -23.8% | +303.0% | -326.8% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling