+38.6%
FXI vs ATI
+360.0%
-321.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | -1.0% | +3.2% | -4.1% | -1.4% |
| 30D | -3.2% | -9.0% | +5.8% | -2.0% |
| 3M | +1.7% | +15.1% | -13.4% | -0.9% |
| 6M | -1.6% | +38.1% | -39.7% | -7.0% |
| YTD | -7.9% | +80.7% | -88.6% | -16.4% |
| 1Y | -9.6% | +167.5% | -177.1% | -22.7% |
| All | +38.6% | +360.0% | -321.4% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling