-80.3%
FIG vs ATI
+143.2%
-223.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.1% | -6.0% |
| 7D | -16.4% | +3.2% | -19.5% | -15.9% |
| 30D | -2.3% | -9.0% | +6.7% | -4.0% |
| 3M | +7.8% | +15.1% | -7.3% | +9.0% |
| 6M | -21.8% | +38.1% | -60.0% | -22.9% |
| YTD | -39.1% | +80.7% | -119.8% | -46.1% |
| 1Y | -56.6% | +167.5% | -224.2% | -68.4% |
| All | -80.3% | +143.2% | -223.5% | -85.9% |
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