-55.8%
FISV vs ATI
+1,021.8%
-1,077.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.2% | +1.0% |
| 7D | -7.2% | -2.7% | -4.5% | -6.9% |
| 30D | -7.2% | -13.5% | +6.3% | -5.7% |
| 3M | -8.2% | +8.5% | -16.7% | -9.6% |
| 6M | -17.7% | +25.2% | -42.9% | -20.8% |
| YTD | -27.2% | +73.4% | -100.6% | -33.4% |
| 1Y | -63.0% | +160.5% | -223.5% | -68.7% |
| 3Y | -59.8% | +347.3% | -407.1% | -70.6% |
| 5Y | -55.8% | +1,049.0% | -1,104.8% | -72.8% |
| All | -55.8% | +1,021.8% | -1,077.6% | -72.8% |
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