-55.5%
FIS vs ATI
+1,024.4%
-1,079.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | -27.4% | +1.3% | -28.7% | -27.6% |
| 30D | -16.8% | -4.8% | -12.1% | -16.5% |
| 3M | -32.6% | -19.9% | -12.7% | -30.8% |
| 6M | -33.4% | +15.4% | -48.8% | -35.8% |
| YTD | -56.0% | +59.2% | -115.3% | -60.1% |
| 1Y | -55.1% | +86.3% | -141.3% | -60.3% |
| 3Y | -41.4% | +318.2% | -359.6% | -56.6% |
| 5Y | -72.7% | +958.6% | -1,031.3% | -83.1% |
| 10Y | -55.5% | +996.8% | -1,052.2% | -74.5% |
| All | -55.5% | +1,024.4% | -1,079.9% | -74.5% |
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 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