+101.7%
FICO vs ATI
+1,074.8%
-973.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.0% | -19.7% | -17.1% |
| 7D | -19.2% | -0.1% | -19.1% | -19.2% |
| 30D | -14.6% | +2.7% | -17.3% | -15.3% |
| 3M | -20.1% | +16.3% | -36.4% | -22.9% |
| 6M | -36.3% | +30.2% | -66.5% | -40.2% |
| YTD | -44.9% | +83.6% | -128.4% | -52.0% |
| 1Y | -38.6% | +173.0% | -211.6% | -51.4% |
| 3Y | +4.0% | +356.6% | -352.7% | -29.4% |
| All | +101.7% | +1,074.8% | -973.2% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling