+1,055.9%
APH vs ATI
+1,073.5%
-17.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.1% |
| 7D | +5.0% | -0.1% | +5.0% | +4.9% |
| 30D | -3.9% | +2.7% | -6.6% | -4.7% |
| 3M | +13.0% | +16.3% | -3.3% | +8.6% |
| 6M | +25.2% | +30.2% | -5.0% | +16.6% |
| YTD | +22.9% | +83.6% | -60.6% | +5.5% |
| 1Y | +47.8% | +173.0% | -125.2% | +15.1% |
| 3Y | +283.0% | +356.6% | -73.6% | +157.1% |
| 5Y | +349.7% | +1,074.2% | -724.5% | +139.2% |
| All | +1,055.9% | +1,073.5% | -17.7% | +466.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling