+14,635.5%
FIX vs ATI
+915.7%
+13,719.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.0% | +4.1% |
| 7D | -17.5% | +6.2% | -23.6% | -18.8% |
| 30D | -41.6% | -7.1% | -34.5% | -40.1% |
| 3M | -40.6% | -21.3% | -19.3% | -36.0% |
| 6M | -49.4% | +6.5% | -55.9% | -50.0% |
| YTD | +9.2% | +53.2% | -44.0% | -2.5% |
| 1Y | +6.5% | +82.7% | -76.3% | -9.5% |
| 3Y | +448.7% | +314.3% | +134.4% | +267.4% |
| 5Y | +948.7% | +890.9% | +57.8% | +438.4% |
| 10Y | +3,659.7% | +1,142.3% | +2,517.4% | +1,493.5% |
| All | +14,635.5% | +915.7% | +13,719.8% | +5,062.7% |
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 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