+11.4%
FPS vs ATI
+64.7%
-53.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +4.7% |
| 7D | +10.4% | +3.2% | +7.2% | +6.7% |
| 30D | -16.5% | -9.0% | -7.5% | -7.9% |
| 3M | -45.5% | +15.1% | -60.6% | -53.4% |
| 6M | +2.1% | +38.1% | -36.0% | -27.4% |
| All | +11.4% | +64.7% | -53.3% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling