-37.1%
FIS vs ATI
+176.2%
-213.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -0.5% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | -2.2% | +2.7% | -4.9% | -1.7% |
| 3M | +2.1% | +16.3% | -14.2% | +4.5% |
| 6M | -14.7% | +30.2% | -44.8% | -11.6% |
| YTD | -35.7% | +83.6% | -119.3% | -31.2% |
| 1Y | -37.1% | +173.0% | -210.1% | -31.3% |
| All | -37.1% | +176.2% | -213.3% | -31.3% |
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 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