+1,124.2%
ATI vs FE
+107.4%
+1,016.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -7.1% | +5.2% | -12.3% | -9.3% |
| 3M | -21.3% | 0.0% | -21.3% | -21.5% |
| 6M | +6.5% | +5.0% | +1.4% | +3.5% |
| YTD | +53.2% | +7.9% | +45.3% | +46.9% |
| 1Y | +82.7% | +6.3% | +76.4% | +76.2% |
| 3Y | +314.3% | +46.0% | +268.3% | +233.4% |
| 5Y | +890.9% | +45.6% | +845.3% | +692.5% |
| All | +1,124.2% | +107.4% | +1,016.8% | +921.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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