+3,759.0%
FIX vs ATI
+1,017.6%
+2,741.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +4.0% |
| 7D | +6.4% | +4.7% | +1.7% | +4.9% |
| 30D | -29.1% | -0.2% | -28.8% | -28.7% |
| 3M | -31.1% | -18.5% | -12.7% | -25.3% |
| 6M | -42.8% | +16.4% | -59.2% | -45.6% |
| YTD | +24.6% | +63.4% | -38.8% | +5.5% |
| 1Y | +21.9% | +91.5% | -69.6% | -2.3% |
| 3Y | +524.9% | +329.2% | +195.7% | +274.7% |
| 5Y | +1,092.2% | +966.7% | +125.5% | +418.5% |
| 10Y | +3,759.0% | +1,003.8% | +2,755.3% | +1,360.2% |
| All | +3,759.0% | +1,017.6% | +2,741.5% | +1,360.2% |
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