+542.4%
ATI vs USFR
+28.6%
+513.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | -2.5% | +0.4% | -2.9% | -3.1% |
| 3M | -19.4% | +1.1% | -20.5% | -20.7% |
| 6M | +11.1% | +2.0% | +9.0% | +7.6% |
| YTD | +59.5% | +3.5% | +56.1% | +51.2% |
| 1Y | +85.8% | +4.1% | +81.7% | +74.4% |
| 3Y | +311.9% | +14.4% | +297.5% | +233.6% |
| 5Y | +963.2% | +21.4% | +941.8% | +682.7% |
| 10Y | +977.6% | +28.6% | +949.1% | +648.7% |
| All | +542.4% | +28.6% | +513.8% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling