+137.0%
APO vs ATI
+1,101.9%
-964.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +0.1% | +3.2% | -3.1% | -0.9% |
| 30D | +3.9% | -9.0% | +12.9% | +6.8% |
| 3M | +3.8% | +15.1% | -11.3% | -1.4% |
| 6M | +22.3% | +38.1% | -15.8% | +8.5% |
| YTD | -7.8% | +80.7% | -88.5% | -25.7% |
| 1Y | -0.3% | +167.5% | -167.8% | -30.5% |
| 3Y | +57.1% | +366.0% | -308.9% | -13.8% |
| 5Y | +137.0% | +1,088.8% | -951.8% | +5.4% |
| All | +137.0% | +1,101.9% | -964.9% | +5.4% |
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