+970.1%
ATI vs USFD
+359.1%
+611.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.1% |
| 7D | +13.0% | +1.3% | +11.7% | +12.2% |
| 30D | +0.2% | +10.6% | -10.4% | -5.5% |
| 3M | -17.5% | -2.4% | -15.1% | -17.0% |
| 6M | +18.1% | +28.9% | -10.8% | +1.5% |
| YTD | +65.7% | +43.7% | +22.0% | +32.6% |
| 1Y | +91.9% | +48.5% | +43.4% | +50.6% |
| 3Y | +335.2% | +154.7% | +180.5% | +154.7% |
| 5Y | +1,004.3% | +218.4% | +785.9% | +451.3% |
| All | +970.1% | +359.1% | +611.0% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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