+262.1%
APH vs ATI
+320.9%
-58.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +2.5% |
| 7D | -5.9% | +6.2% | -12.1% | -7.8% |
| 30D | -14.8% | -7.1% | -7.7% | -12.4% |
| 3M | -12.4% | -21.3% | +8.9% | -4.7% |
| 6M | +8.1% | +6.5% | +1.6% | +5.4% |
| YTD | +10.9% | +53.2% | -42.2% | -4.5% |
| 1Y | +8.8% | +82.7% | -73.9% | -11.3% |
| 3Y | +262.1% | +314.3% | -52.2% | +125.5% |
| All | +262.1% | +320.9% | -58.8% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling