-71.4%
FIS vs ATI
+871.8%
-943.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.7% | -2.7% |
| 7D | -25.5% | +6.2% | -31.6% | -25.9% |
| 30D | -15.1% | -7.1% | -8.0% | -14.6% |
| 3M | -32.1% | -21.3% | -10.8% | -30.5% |
| 6M | -36.1% | +6.5% | -42.5% | -37.4% |
| YTD | -55.4% | +53.2% | -108.6% | -59.1% |
| 1Y | -53.9% | +82.7% | -136.6% | -58.9% |
| 3Y | -39.8% | +314.3% | -354.1% | -56.3% |
| All | -71.4% | +871.8% | -943.1% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling