-80.9%
FIG vs ATI
+142.3%
-223.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -14.5% | +2.4% | -16.9% | -14.1% |
| 30D | -13.3% | -9.5% | -3.8% | -14.9% |
| 3M | +7.4% | +10.4% | -3.0% | +8.6% |
| 6M | -27.8% | +31.8% | -59.6% | -28.1% |
| YTD | -41.1% | +80.0% | -121.1% | -47.9% |
| 1Y | -58.7% | +175.8% | -234.5% | -70.8% |
| All | -80.9% | +142.3% | -223.2% | -86.3% |
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