+8,334.9%
APH vs ATI
+1,117.2%
+7,217.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.2% | -50.9% | -48.6% |
| 7D | -48.7% | -1.8% | -46.9% | -48.9% |
| 30D | -51.9% | +2.7% | -54.6% | -52.7% |
| 3M | -43.6% | +16.3% | -59.9% | -46.3% |
| 6M | -37.5% | +30.2% | -67.7% | -42.5% |
| YTD | -38.6% | +83.6% | -122.2% | -48.4% |
| 1Y | -26.3% | +173.0% | -199.3% | -44.5% |
| 3Y | +89.2% | +356.6% | -267.4% | +20.8% |
| 5Y | +119.8% | +1,074.2% | -954.4% | +5.9% |
| 10Y | +454.3% | +1,136.2% | -682.0% | +120.2% |
| All | +8,334.9% | +1,117.2% | +7,217.7% | +2,169.1% |
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