+73.5%
APA vs ATI
+906.2%
-832.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.4% |
| 7D | -15.5% | +6.2% | -21.7% | -17.1% |
| 30D | +2.4% | -7.1% | +9.5% | +3.9% |
| 3M | +22.8% | -21.3% | +44.1% | +30.4% |
| 6M | +17.9% | +6.5% | +11.5% | +12.2% |
| YTD | +87.7% | +53.2% | +34.5% | +51.1% |
| 1Y | +94.2% | +82.7% | +11.5% | +45.1% |
| 3Y | +27.2% | +314.3% | -287.1% | -36.6% |
| All | +73.5% | +906.2% | -832.7% | -47.2% |
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