+282.2%
APH vs ATI
+871.8%
-589.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +2.6% |
| 7D | -5.9% | +6.2% | -12.1% | -7.6% |
| 30D | -14.8% | -7.1% | -7.7% | -12.7% |
| 3M | -12.4% | -21.3% | +8.9% | -5.4% |
| 6M | +8.1% | +6.5% | +1.6% | +5.7% |
| YTD | +10.9% | +53.2% | -42.2% | -3.2% |
| 1Y | +8.8% | +82.7% | -73.9% | -9.9% |
| 3Y | +262.1% | +314.3% | -52.2% | +126.8% |
| All | +282.2% | +871.8% | -589.6% | +96.7% |
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 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