+935.8%
ATI vs FE
+566.5%
+369.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.2% |
| 7D | +6.2% | -1.0% | +7.2% | +6.7% |
| 30D | -7.1% | +4.1% | -11.2% | -9.4% |
| 3M | -21.3% | -1.0% | -20.3% | -21.1% |
| 6M | +6.5% | +4.0% | +2.5% | +3.3% |
| YTD | +53.2% | +6.8% | +46.4% | +46.0% |
| 1Y | +82.7% | +5.3% | +77.4% | +75.3% |
| 3Y | +314.3% | +44.6% | +269.7% | +220.6% |
| 5Y | +890.9% | +44.2% | +846.7% | +659.3% |
| 10Y | +1,142.3% | +107.3% | +1,035.1% | +627.4% |
| All | +935.8% | +566.5% | +369.4% | +283.3% |
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 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