+363.6%
ATI vs USFR
+14.0%
+349.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.6% |
| 30D | -9.5% | +0.3% | -9.8% | -8.8% |
| 3M | +10.4% | +1.0% | +9.4% | +13.0% |
| 6M | +31.8% | +1.9% | +29.9% | +36.0% |
| YTD | +80.0% | +2.7% | +77.3% | +84.8% |
| 1Y | +175.8% | +4.0% | +171.8% | +179.9% |
| All | +363.6% | +14.0% | +349.6% | +371.2% |
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