+8.1%
FPS vs ATI
+67.3%
-59.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | -0.7% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | -18.6% | +2.7% | -21.3% | -21.7% |
| 3M | -51.5% | +16.3% | -67.8% | -58.9% |
| 6M | -8.5% | +30.2% | -38.7% | -30.1% |
| All | +8.1% | +67.3% | -59.2% | -37.1% |
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 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