+355.9%
APH vs ATI
+1,074.8%
-718.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | +13.0% | +16.3% | -3.3% | +7.5% |
| 6M | +25.2% | +30.2% | -5.0% | +14.4% |
| YTD | +22.9% | +83.6% | -60.6% | +1.5% |
| 1Y | +47.8% | +173.0% | -125.2% | +8.5% |
| 3Y | +283.0% | +356.6% | -73.6% | +133.0% |
| All | +355.9% | +1,074.8% | -718.9% | +122.5% |
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 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