+1,641.5%
ATI vs USFD
+329.0%
+1,312.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.2% |
| 7D | -0.1% | -3.0% | +3.0% | +1.5% |
| 30D | +2.7% | +3.5% | -0.8% | +0.9% |
| 3M | +16.3% | +26.6% | -10.3% | +1.6% |
| 6M | +30.2% | +11.7% | +18.5% | +21.4% |
| YTD | +83.6% | +38.1% | +45.4% | +51.2% |
| 1Y | +173.0% | +33.4% | +139.6% | +128.1% |
| 3Y | +356.6% | +155.8% | +200.8% | +168.8% |
| 5Y | +1,074.2% | +214.0% | +860.2% | +496.1% |
| 10Y | +1,136.2% | +320.4% | +815.8% | +383.1% |
| All | +1,641.5% | +329.0% | +1,312.5% | +581.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling