+344.8%
APA vs ATI
+968.1%
-623.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.3% | -2.0% |
| 7D | -8.7% | +6.0% | -14.8% | -10.8% |
| 30D | -2.4% | -3.6% | +1.2% | -2.1% |
| 3M | +19.0% | -18.9% | +37.9% | +26.0% |
| 6M | +26.8% | +16.7% | +10.1% | +16.0% |
| YTD | +87.3% | +61.1% | +26.3% | +48.2% |
| 1Y | +92.3% | +89.3% | +3.0% | +42.9% |
| 3Y | +37.3% | +333.3% | -296.1% | -28.3% |
| 5Y | +73.2% | +954.5% | -881.3% | -37.0% |
| 10Y | -0.9% | +1,067.0% | -1,067.8% | -67.1% |
| All | +344.8% | +968.1% | -623.3% | +17.7% |
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