+324.9%
APA vs ATI
+1,117.2%
-792.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -4.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.4% |
| 30D | +23.4% | +2.7% | +20.7% | +21.8% |
| 3M | +12.7% | +16.3% | -3.6% | +5.2% |
| 6M | +39.4% | +30.2% | +9.2% | +21.7% |
| YTD | +79.0% | +83.6% | -4.6% | +37.0% |
| 1Y | +88.8% | +173.0% | -84.2% | +23.8% |
| 3Y | +6.4% | +356.6% | -350.3% | -44.9% |
| 5Y | +153.0% | +1,074.2% | -921.2% | -10.5% |
| 10Y | +7.5% | +1,136.2% | -1,128.7% | -65.1% |
| All | +324.9% | +1,117.2% | -792.3% | +8.8% |
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