-52.0%
FIG vs ATI
+81.3%
-133.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +1.9% |
| 7D | +3.4% | +4.2% | -0.8% | +4.5% |
| 30D | -9.5% | -2.5% | -6.9% | -10.1% |
| 3M | -26.2% | -19.4% | -6.8% | -31.6% |
| 6M | +2.7% | +11.1% | -8.4% | +5.7% |
| YTD | -48.0% | +59.5% | -107.5% | -51.4% |
| 1Y | -52.0% | +85.8% | -137.8% | -59.5% |
| All | -52.0% | +81.3% | -133.4% | -59.5% |
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