+853.3%
APO vs ATI
+961.4%
-108.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.5% | +2.9% |
| 7D | +5.8% | +4.2% | +1.6% | +4.3% |
| 30D | +8.9% | -2.5% | +11.4% | +9.1% |
| 3M | -13.6% | -19.4% | +5.8% | -8.3% |
| 6M | -5.4% | +11.1% | -16.5% | -10.3% |
| YTD | -13.6% | +59.5% | -73.2% | -28.4% |
| 1Y | -2.5% | +85.8% | -88.2% | -23.3% |
| 3Y | +50.9% | +311.9% | -261.0% | -13.5% |
| 5Y | +81.4% | +963.2% | -881.9% | -26.5% |
| All | +853.3% | +961.4% | -108.1% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling