+1,361.6%
AAPL vs ATI
+1,002.4%
+359.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +3.2% | +13.0% | -9.8% | +1.0% |
| 30D | +4.1% | +0.2% | +3.9% | +3.7% |
| 3M | +17.5% | -17.5% | +35.0% | +20.7% |
| 6M | +20.6% | +18.1% | +2.5% | +15.5% |
| YTD | +31.0% | +65.7% | -34.7% | +17.3% |
| 1Y | +30.2% | +91.9% | -61.7% | +13.4% |
| 3Y | +92.9% | +335.2% | -242.4% | +40.2% |
| 5Y | +142.4% | +1,004.3% | -861.9% | +47.5% |
| All | +1,361.6% | +1,002.4% | +359.2% | +782.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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