+14.2%
FXI vs ATI
+1,155.5%
-1,141.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | 0.0% |
| 7D | -2.8% | -2.7% | -0.1% | -2.4% |
| 30D | -3.7% | -13.5% | +9.8% | -1.5% |
| 3M | -0.4% | +8.5% | -8.9% | -2.2% |
| 6M | -5.4% | +25.2% | -30.6% | -9.6% |
| YTD | -9.6% | +73.4% | -83.0% | -18.2% |
| 1Y | -11.9% | +160.5% | -172.4% | -25.7% |
| 3Y | +37.8% | +347.3% | -309.4% | +3.3% |
| 5Y | -7.0% | +1,049.0% | -1,056.0% | -41.2% |
| All | +14.2% | +1,155.5% | -1,141.3% | -30.9% |
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