+108.6%
FOXA vs ATI
+358.3%
-249.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -5.4% | +2.4% | -7.8% | -5.7% |
| 30D | +1.1% | -9.5% | +10.6% | +2.3% |
| 3M | -6.1% | +10.4% | -16.5% | -7.4% |
| 6M | +8.2% | +31.8% | -23.6% | +4.1% |
| YTD | -11.8% | +80.0% | -91.8% | -19.0% |
| 1Y | +9.9% | +175.8% | -165.9% | -5.8% |
| All | +108.6% | +358.3% | -249.7% | +61.0% |
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 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