-23.6%
FIS vs ATI
+361.7%
-385.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.8% |
| 7D | -3.5% | +3.2% | -6.6% | -3.6% |
| 30D | -7.8% | -9.0% | +1.2% | -7.5% |
| 3M | +0.8% | +15.1% | -14.3% | -0.2% |
| 6M | -21.9% | +38.1% | -60.0% | -24.0% |
| YTD | -39.5% | +80.7% | -120.1% | -42.9% |
| 1Y | -41.0% | +167.5% | -208.5% | -47.0% |
| 3Y | -23.6% | +366.0% | -389.6% | -39.5% |
| All | -23.6% | +361.7% | -385.4% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling