+107.2%
APA vs ATI
+86.4%
+20.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -7.0% |
| 7D | -13.0% | +8.3% | -21.3% | -10.9% |
| 30D | +2.0% | -7.3% | +9.2% | +0.7% |
| 3M | +24.9% | -10.5% | +35.4% | +22.7% |
| 6M | +7.2% | +16.4% | -9.2% | +16.9% |
| YTD | +87.1% | +56.1% | +31.0% | +107.1% |
| 1Y | +107.2% | +86.5% | +20.7% | +132.0% |
| All | +107.2% | +86.4% | +20.7% | +132.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling