+345.6%
APA vs ATI
+915.7%
-570.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.1% |
| 7D | -15.5% | +6.2% | -21.7% | -17.5% |
| 30D | +2.4% | -7.1% | +9.5% | +4.1% |
| 3M | +22.8% | -21.3% | +44.1% | +31.6% |
| 6M | +17.9% | +6.5% | +11.5% | +11.6% |
| YTD | +87.7% | +53.2% | +34.5% | +51.3% |
| 1Y | +94.2% | +82.7% | +11.5% | +46.2% |
| 3Y | +27.2% | +314.3% | -287.1% | -32.4% |
| 5Y | +74.1% | +890.9% | -816.8% | -35.2% |
| 10Y | +2.6% | +1,142.3% | -1,139.7% | -66.6% |
| All | +345.6% | +915.7% | -570.1% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling