+300.6%
APH vs ATI
+974.7%
-674.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.7% |
| 7D | +0.4% | +4.7% | -4.3% | -1.0% |
| 30D | -8.0% | -0.2% | -7.7% | -7.9% |
| 3M | -5.0% | -18.5% | +13.5% | +1.4% |
| 6M | +29.9% | +16.4% | +13.6% | +23.4% |
| YTD | +18.0% | +63.4% | -45.4% | +0.7% |
| 1Y | +11.3% | +91.5% | -80.2% | -9.3% |
| 3Y | +274.9% | +329.2% | -54.3% | +131.7% |
| 5Y | +300.6% | +966.7% | -666.1% | +101.3% |
| All | +300.6% | +974.7% | -674.1% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling