+86.5%
ATI vs USFR
+4.1%
+82.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +8.3% | +0.1% | +8.2% | +9.9% |
| 30D | -7.3% | +0.4% | -7.6% | -1.5% |
| 3M | -10.5% | +1.1% | -11.6% | +10.3% |
| 6M | +16.4% | +2.0% | +14.3% | +77.4% |
| YTD | +56.1% | +3.4% | +52.7% | +153.5% |
| 1Y | +86.5% | +4.1% | +82.4% | +169.4% |
| All | +86.5% | +4.1% | +82.4% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling