+30.3%
FITB vs ATI
+86.5%
-56.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | +7.0% | -4.8% | +11.8% | +7.6% |
| 3M | -4.4% | -19.9% | +15.6% | -0.4% |
| 6M | +11.6% | +15.4% | -3.8% | +5.3% |
| YTD | +18.6% | +59.2% | -40.6% | -2.9% |
| All | +30.3% | +86.5% | -56.2% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling