-55.5%
FIS vs ATI
+93.9%
-149.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.4% | -7.5% | -5.9% |
| 7D | -3.5% | +13.0% | -16.5% | -1.7% |
| 30D | -19.4% | +0.2% | -19.6% | -19.3% |
| 3M | -31.6% | -17.5% | -14.1% | -33.4% |
| 6M | -32.5% | +18.1% | -50.6% | -31.5% |
| YTD | -56.0% | +65.7% | -121.7% | -55.3% |
| 1Y | -55.5% | +91.9% | -147.5% | -56.7% |
| All | -55.5% | +93.9% | -149.4% | -56.7% |
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