+311.9%
ATI vs FE
+50.7%
+261.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.7% |
| 7D | +4.2% | +1.2% | +2.9% | +4.2% |
| 30D | -2.5% | +4.5% | -7.1% | -2.4% |
| 3M | -19.4% | +1.3% | -20.8% | -19.4% |
| 6M | +11.1% | +8.7% | +2.4% | +10.9% |
| YTD | +59.5% | +9.2% | +50.3% | +60.1% |
| 1Y | +85.8% | +7.0% | +78.8% | +86.5% |
| 3Y | +311.9% | +51.4% | +260.5% | +294.1% |
| All | +311.9% | +50.7% | +261.2% | +294.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling