+949.2%
ATI vs FE
+47.0%
+902.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.0% |
| 7D | +4.2% | +1.2% | +2.9% | +3.8% |
| 30D | -2.5% | +4.5% | -7.1% | -3.8% |
| 3M | -19.4% | +1.3% | -20.8% | -19.8% |
| 6M | +11.1% | +8.7% | +2.4% | +7.8% |
| YTD | +59.5% | +9.2% | +50.3% | +54.5% |
| 1Y | +85.8% | +7.0% | +78.8% | +81.0% |
| 3Y | +311.9% | +51.4% | +260.5% | +235.0% |
| All | +949.2% | +47.0% | +902.2% | +775.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling