+1,091.6%
ATI vs USFR
+28.0%
+1,063.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.7% | +0.1% | -2.8% | -3.0% |
| 30D | -13.5% | +0.3% | -13.8% | -14.4% |
| 3M | +8.5% | +1.0% | +7.6% | +5.2% |
| 6M | +25.2% | +1.9% | +23.3% | +17.5% |
| YTD | +73.4% | +2.7% | +70.7% | +58.6% |
| 1Y | +160.5% | +4.0% | +156.5% | +128.0% |
| 3Y | +347.3% | +14.1% | +333.2% | +184.7% |
| 5Y | +1,049.0% | +20.5% | +1,028.5% | +494.5% |
| All | +1,091.6% | +28.0% | +1,063.6% | +520.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling