+1,141.3%
ATI vs FE
+571.4%
+569.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.3% |
| 7D | -0.1% | +1.9% | -2.0% | -1.1% |
| 30D | +2.7% | -1.2% | +3.9% | +3.3% |
| 3M | +16.3% | +3.5% | +12.8% | +13.5% |
| 6M | +30.2% | -6.1% | +36.2% | +33.8% |
| YTD | +83.6% | +7.6% | +75.9% | +74.7% |
| 1Y | +173.0% | +11.9% | +161.1% | +153.4% |
| 3Y | +356.6% | +48.4% | +308.2% | +248.5% |
| 5Y | +1,074.2% | +44.8% | +1,029.4% | +799.8% |
| 10Y | +1,136.2% | +115.9% | +1,020.3% | +609.1% |
| All | +1,141.3% | +571.4% | +569.9% | +358.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling