-83.6%
FIG vs ATI
+120.0%
-203.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +2.2% |
| 7D | -14.3% | +4.7% | -19.0% | -13.9% |
| 30D | -13.6% | -0.2% | -13.4% | -13.6% |
| 3M | -23.7% | -18.5% | -5.2% | -26.4% |
| 6M | -5.4% | +16.4% | -21.7% | -6.0% |
| YTD | -49.2% | +63.4% | -112.6% | -55.8% |
| 1Y | -57.4% | +91.5% | -148.9% | -65.4% |
| All | -83.6% | +120.0% | -203.6% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling