+15,615.3%
APH vs ATI
+872.7%
+14,742.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.3% | -7.7% |
| 7D | -12.7% | -3.8% | -8.9% | -11.7% |
| 30D | -19.2% | -13.5% | -5.6% | -15.9% |
| 3M | -16.7% | -17.9% | +1.2% | -12.4% |
| 6M | +5.1% | +8.4% | -3.2% | +2.7% |
| YTD | +6.6% | +46.7% | -40.1% | -4.2% |
| 1Y | +3.9% | +74.5% | -70.6% | -10.8% |
| 3Y | +246.0% | +303.7% | -57.7% | +130.6% |
| 5Y | +268.0% | +848.9% | -580.9% | +89.9% |
| 10Y | +868.2% | +1,089.7% | -221.5% | +294.8% |
| All | +15,615.3% | +872.7% | +14,742.7% | +4,422.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling