+23,221.0%
FIX vs ATI
+1,117.2%
+22,103.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.0% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | -7.2% | +2.7% | -9.9% | -8.2% |
| 3M | -15.9% | +16.3% | -32.2% | -19.4% |
| 6M | +12.7% | +30.2% | -17.4% | +4.7% |
| YTD | +72.8% | +83.6% | -10.8% | +45.7% |
| 1Y | +122.9% | +173.0% | -50.1% | +67.8% |
| 3Y | +774.3% | +356.6% | +417.7% | +464.6% |
| 5Y | +2,049.5% | +1,074.2% | +975.3% | +943.2% |
| 10Y | +5,821.5% | +1,136.2% | +4,685.2% | +2,360.6% |
| All | +23,221.0% | +1,117.2% | +22,103.9% | +7,615.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling