-55.8%
FIG vs ATI
+176.2%
-232.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.3% | -3.6% |
| 7D | -16.3% | -0.1% | -16.3% | -16.3% |
| 30D | -14.3% | +2.7% | -17.0% | -13.4% |
| 3M | +7.2% | +16.3% | -9.2% | +10.4% |
| 6M | -18.6% | +30.2% | -48.8% | -16.0% |
| YTD | -35.5% | +83.6% | -119.0% | -37.8% |
| 1Y | -55.8% | +173.0% | -228.8% | -60.0% |
| All | -55.8% | +176.2% | -232.0% | -60.0% |
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