+311.9%
ATI vs USFR
+14.4%
+297.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +4.2% | +0.1% | +4.1% | +4.3% |
| 30D | -2.5% | +0.4% | -2.9% | -1.6% |
| 3M | -19.4% | +1.1% | -20.5% | -16.7% |
| 6M | +11.1% | +2.0% | +9.0% | +17.7% |
| YTD | +59.5% | +3.5% | +56.1% | +67.0% |
| 1Y | +85.8% | +4.1% | +81.7% | +91.3% |
| 3Y | +311.9% | +14.4% | +297.5% | +222.0% |
| All | +311.9% | +14.4% | +297.5% | +222.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling