+1,124.2%
ATI vs USFD
+369.7%
+754.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +6.2% | +3.0% | +3.2% | +4.2% |
| 30D | -7.1% | +11.1% | -18.1% | -12.6% |
| 3M | -21.3% | -0.3% | -21.0% | -21.8% |
| 6M | +6.5% | +15.9% | -9.4% | -3.2% |
| YTD | +53.2% | +41.6% | +11.6% | +23.5% |
| 1Y | +82.7% | +49.4% | +33.3% | +42.8% |
| 3Y | +314.3% | +157.8% | +156.5% | +140.8% |
| 5Y | +890.9% | +176.6% | +714.3% | +433.6% |
| All | +1,124.2% | +369.7% | +754.5% | +393.9% |
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