+3,800.0%
FIX vs ATI
+1,119.3%
+2,680.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.2% | +4.3% | +7.4% |
| 7D | -7.2% | +6.0% | -13.2% | -8.9% |
| 30D | -35.1% | -3.6% | -31.5% | -33.9% |
| 3M | -34.3% | -18.9% | -15.4% | -28.6% |
| 6M | -42.9% | +16.7% | -59.6% | -45.8% |
| YTD | +19.5% | +61.1% | -41.6% | +1.6% |
| 1Y | +16.8% | +89.3% | -72.5% | -6.0% |
| 3Y | +506.7% | +333.3% | +173.4% | +262.7% |
| 5Y | +1,046.7% | +954.5% | +92.2% | +400.2% |
| 10Y | +3,800.0% | +1,067.0% | +2,733.0% | +1,364.4% |
| All | +3,800.0% | +1,119.3% | +2,680.6% | +1,364.4% |
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