+1,563.3%
APO vs ATI
+195.8%
+1,367.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.9% | -1.7% |
| 7D | +0.8% | +6.2% | -5.4% | -1.0% |
| 30D | +1.0% | -7.1% | +8.1% | +2.7% |
| 3M | -8.4% | -21.3% | +12.9% | -2.7% |
| 6M | -9.1% | +6.5% | -15.6% | -12.1% |
| YTD | -18.3% | +53.2% | -71.5% | -29.7% |
| 1Y | -8.0% | +82.7% | -90.7% | -24.8% |
| 3Y | +47.1% | +314.3% | -267.3% | -8.6% |
| 5Y | +67.2% | +890.9% | -823.8% | -20.7% |
| 10Y | +871.8% | +1,142.3% | -270.5% | +269.6% |
| All | +1,563.3% | +195.8% | +1,367.5% | +704.3% |
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