+69.8%
FITB vs ATI
+1,021.8%
-952.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.6% |
| 7D | -1.0% | -2.7% | +1.7% | -0.2% |
| 30D | -5.5% | -13.5% | +8.0% | -1.3% |
| 3M | +4.1% | +8.5% | -4.4% | +0.7% |
| 6M | +18.7% | +25.2% | -6.5% | +8.9% |
| YTD | +18.2% | +73.4% | -55.2% | -2.9% |
| 1Y | +23.7% | +160.5% | -136.8% | -11.6% |
| 3Y | +130.8% | +347.3% | -216.5% | +27.8% |
| 5Y | +69.8% | +1,049.0% | -979.2% | -31.7% |
| All | +69.8% | +1,021.8% | -952.0% | -31.7% |
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