-40.9%
FIS vs ATI
+1,068.2%
-1,109.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -9.1% | +2.4% | -11.5% | -9.4% |
| 30D | -10.4% | -9.5% | -1.0% | -9.2% |
| 3M | -3.7% | +10.4% | -14.1% | -5.7% |
| 6M | -24.8% | +31.8% | -56.6% | -28.8% |
| YTD | -41.6% | +80.0% | -121.5% | -47.6% |
| 1Y | -42.7% | +175.8% | -218.6% | -52.5% |
| 3Y | -26.2% | +364.2% | -390.5% | -45.7% |
| 5Y | -66.1% | +1,076.9% | -1,143.0% | -79.2% |
| 10Y | -40.9% | +1,178.1% | -1,219.0% | -67.2% |
| All | -40.9% | +1,068.2% | -1,109.1% | -67.2% |
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