+3,553.2%
FIX vs ATI
+961.4%
+2,591.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | +0.1% |
| 7D | +9.4% | +4.2% | +5.3% | +7.8% |
| 30D | -27.8% | -2.5% | -25.2% | -26.7% |
| 3M | -35.6% | -19.4% | -16.1% | -29.8% |
| 6M | -45.2% | +11.1% | -56.3% | -47.0% |
| YTD | +19.5% | +59.5% | -40.1% | +2.0% |
| 1Y | +24.2% | +85.8% | -61.5% | +0.6% |
| 3Y | +494.2% | +311.9% | +182.3% | +261.3% |
| 5Y | +1,036.1% | +963.2% | +72.9% | +395.2% |
| All | +3,553.2% | +961.4% | +2,591.8% | +1,294.7% |
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 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