+109.8%
AAPL vs ATI
+1,086.3%
-976.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.0% | +2.4% | -5.4% | -3.4% |
| 30D | +2.3% | -9.5% | +11.8% | +4.2% |
| 3M | +8.6% | +10.4% | -1.7% | +5.7% |
| 6M | +21.6% | +31.8% | -10.2% | +13.2% |
| YTD | +16.3% | +80.0% | -63.7% | +0.8% |
| 1Y | +35.1% | +175.8% | -140.8% | +5.7% |
| 3Y | +79.4% | +364.2% | -284.9% | +18.5% |
| 5Y | +109.8% | +1,076.9% | -967.0% | +13.8% |
| All | +109.8% | +1,086.3% | -976.5% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling