+639.1%
ATI vs USFR
+27.5%
+611.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | +2.7% | +0.3% | +2.4% | +2.2% |
| 3M | +16.3% | +1.0% | +15.3% | +14.5% |
| 6M | +30.2% | +1.9% | +28.2% | +26.3% |
| YTD | +83.6% | +2.6% | +80.9% | +76.2% |
| 1Y | +173.0% | +4.0% | +169.0% | +156.6% |
| 3Y | +356.6% | +14.1% | +342.5% | +271.0% |
| 5Y | +1,074.2% | +20.4% | +1,053.8% | +775.5% |
| 10Y | +1,136.2% | +28.0% | +1,108.2% | +766.3% |
| All | +639.1% | +27.5% | +611.5% | +398.4% |
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 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