+160.1%
FITB vs ATI
+983.6%
-823.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.5% |
| 7D | -0.6% | +4.7% | -5.3% | -2.3% |
| 30D | +7.0% | -0.2% | +7.3% | +6.3% |
| 3M | -4.8% | -18.5% | +13.7% | +1.1% |
| 6M | +13.5% | +16.4% | -2.8% | +5.3% |
| YTD | +19.1% | +63.4% | -44.3% | -2.9% |
| 1Y | +30.8% | +91.5% | -60.8% | +0.8% |
| 3Y | +141.6% | +329.2% | -187.6% | +32.3% |
| 5Y | +48.3% | +966.7% | -918.4% | -43.1% |
| 10Y | +215.9% | +1,003.8% | -787.8% | +3.5% |
| All | +160.1% | +983.6% | -823.5% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling