+13.3%
FOXA vs ATI
+159.9%
-146.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.8% | -5.6% | +6.4% | +0.9% |
| 30D | +5.0% | -13.7% | +18.8% | +5.4% |
| 3M | -3.0% | -0.4% | -2.7% | -2.8% |
| 6M | +14.8% | +26.2% | -11.5% | +14.8% |
| YTD | -8.9% | +73.2% | -82.1% | -8.8% |
| 1Y | +13.3% | +161.6% | -148.3% | +12.0% |
| All | +13.3% | +159.9% | -146.6% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling