+1,055.0%
ATI vs FE
+113.1%
+941.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +3.2% | +0.6% | +2.5% | +2.9% |
| 30D | -9.0% | -2.1% | -6.9% | -8.1% |
| 3M | +15.1% | +2.6% | +12.5% | +13.3% |
| 6M | +38.1% | -6.8% | +44.9% | +41.8% |
| YTD | +80.7% | +6.9% | +73.8% | +74.1% |
| 1Y | +167.5% | +11.6% | +156.0% | +152.0% |
| 3Y | +366.0% | +47.7% | +318.3% | +271.1% |
| 5Y | +1,088.8% | +46.2% | +1,042.6% | +845.2% |
| 10Y | +1,055.0% | +109.2% | +945.8% | +879.3% |
| All | +1,055.0% | +113.1% | +941.9% | +879.3% |
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