+166.1%
APA vs ATI
+1,101.9%
-935.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.3% |
| 7D | -1.7% | +3.2% | -4.9% | -2.7% |
| 30D | +15.7% | -9.0% | +24.7% | +18.8% |
| 3M | +16.5% | +15.1% | +1.4% | +9.9% |
| 6M | +35.1% | +38.1% | -3.0% | +17.0% |
| YTD | +82.2% | +80.7% | +1.6% | +40.8% |
| 1Y | +102.5% | +167.5% | -65.0% | +32.0% |
| 3Y | +10.3% | +366.0% | -355.7% | -46.2% |
| 5Y | +166.1% | +1,088.8% | -922.6% | -13.4% |
| All | +166.1% | +1,101.9% | -935.7% | -13.4% |
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 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