-55.0%
FIS vs ATI
+87.1%
-142.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.5% | -0.6% |
| 7D | -29.4% | +6.0% | -35.4% | -28.7% |
| 30D | -16.7% | -3.6% | -13.1% | -17.1% |
| 3M | -33.0% | -18.9% | -14.1% | -34.9% |
| 6M | -33.3% | +16.7% | -50.0% | -32.5% |
| YTD | -56.0% | +61.1% | -117.1% | -55.4% |
| All | -55.0% | +87.1% | -142.2% | -56.4% |
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 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