-4.9%
APA vs ATI
+1,051.1%
-1,056.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.5% |
| 7D | -1.7% | +3.2% | -4.9% | -3.1% |
| 30D | +15.7% | -9.0% | +24.7% | +20.1% |
| 3M | +16.5% | +15.1% | +1.4% | +7.4% |
| 6M | +35.1% | +38.1% | -3.0% | +11.2% |
| YTD | +82.2% | +80.7% | +1.6% | +31.2% |
| 1Y | +102.5% | +167.5% | -65.0% | +19.7% |
| 3Y | +10.3% | +366.0% | -355.7% | -53.5% |
| 5Y | +166.1% | +1,088.8% | -922.6% | -33.6% |
| 10Y | -4.9% | +1,055.0% | -1,059.9% | -76.4% |
| All | -4.9% | +1,051.1% | -1,056.0% | -76.4% |
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