-25.9%
FPS vs ATI
+45.1%
-71.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -3.6% |
| 7D | -20.9% | +1.3% | -22.2% | -20.7% |
| 30D | -46.3% | -4.8% | -41.6% | -41.9% |
| 3M | -42.9% | -19.9% | -22.9% | -25.7% |
| 6M | -46.8% | +15.4% | -62.2% | -52.6% |
| All | -25.9% | +45.1% | -71.1% | -48.5% |
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