-22.1%
FPS vs ATI
+46.8%
-68.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +5.2% | +10.9% | +10.1% |
| 7D | -8.0% | +6.0% | -14.0% | -12.0% |
| 30D | -43.5% | -3.6% | -39.9% | -39.7% |
| 3M | -41.6% | -18.9% | -22.7% | -25.2% |
| 6M | -44.0% | +16.7% | -60.7% | -50.8% |
| All | -22.1% | +46.8% | -68.9% | -46.6% |
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