+3,574.0%
FIX vs ATI
+988.9%
+2,585.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -13.9% | +1.3% | -15.3% | -14.1% |
| 30D | -35.5% | -4.8% | -30.8% | -34.0% |
| 3M | -33.9% | -19.9% | -14.0% | -27.8% |
| 6M | -43.3% | +15.4% | -58.7% | -45.9% |
| YTD | +18.7% | +59.2% | -40.6% | +1.4% |
| 1Y | +13.8% | +86.3% | -72.5% | -7.9% |
| 3Y | +495.0% | +318.2% | +176.7% | +260.2% |
| 5Y | +1,049.0% | +958.6% | +90.4% | +401.7% |
| All | +3,574.0% | +988.9% | +2,585.1% | +1,303.8% |
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 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