+200.3%
FXI vs ATI
+1,164.3%
-964.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +1.0% |
| 7D | -4.2% | +4.2% | -8.4% | -5.4% |
| 30D | -1.1% | -2.5% | +1.4% | -1.1% |
| 3M | -4.0% | -19.4% | +15.5% | +1.0% |
| 6M | -11.8% | +11.1% | -22.9% | -16.1% |
| YTD | -11.9% | +59.5% | -71.4% | -25.0% |
| 1Y | -16.1% | +85.8% | -101.9% | -31.8% |
| 3Y | +38.8% | +311.9% | -273.1% | -15.4% |
| 5Y | -9.1% | +963.2% | -972.3% | -60.0% |
| 10Y | +18.4% | +977.6% | -959.2% | -59.6% |
| All | +200.3% | +1,164.3% | -964.1% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling