+506.7%
FIX vs ATI
+323.3%
+183.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.2% | +4.3% | +6.1% |
| 7D | -7.2% | +6.0% | -13.2% | -10.0% |
| 30D | -35.1% | -3.6% | -31.5% | -33.3% |
| 3M | -34.3% | -18.9% | -15.4% | -25.1% |
| 6M | -42.9% | +16.7% | -59.6% | -47.9% |
| YTD | +19.5% | +61.1% | -41.6% | -9.0% |
| 1Y | +16.8% | +89.3% | -72.5% | -18.4% |
| 3Y | +506.7% | +333.3% | +173.4% | +177.1% |
| All | +506.7% | +323.3% | +183.4% | +177.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling