+27.4%
FISV vs ATI
+961.4%
-934.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.7% | +7.4% | +4.3% |
| 7D | +1.4% | +4.2% | -2.7% | +0.7% |
| 30D | +38.4% | -2.5% | +41.0% | +38.4% |
| 3M | +14.9% | -19.4% | +34.3% | +18.6% |
| 6M | +21.8% | +11.1% | +10.7% | +17.7% |
| YTD | -5.0% | +59.5% | -64.6% | -15.0% |
| 1Y | -1.2% | +85.8% | -86.9% | -14.2% |
| 3Y | -47.5% | +311.9% | -359.4% | -63.1% |
| 5Y | -36.7% | +963.2% | -1,000.0% | -64.5% |
| All | +27.4% | +961.4% | -934.0% | -36.6% |
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