+285.6%
FITB vs ATI
+1,068.2%
-782.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.4% | +2.4% | -2.8% | -1.3% |
| 30D | -5.1% | -9.5% | +4.3% | -1.6% |
| 3M | +3.5% | +10.4% | -6.8% | -1.2% |
| 6M | +17.2% | +31.8% | -14.6% | +3.6% |
| YTD | +17.6% | +80.0% | -62.3% | -8.1% |
| 1Y | +23.4% | +175.8% | -152.5% | -18.9% |
| 3Y | +129.7% | +364.2% | -234.5% | +15.2% |
| 5Y | +68.4% | +1,076.9% | -1,008.4% | -44.7% |
| 10Y | +285.6% | +1,178.1% | -892.4% | +5.6% |
| All | +285.6% | +1,068.2% | -782.6% | +5.6% |
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