+1,804.4%
APO vs ATI
+254.5%
+1,549.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.5% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | +3.5% | +2.7% | +0.8% | +2.3% |
| 3M | +4.5% | +16.3% | -11.8% | -0.5% |
| 6M | +22.8% | +30.2% | -7.4% | +12.1% |
| YTD | -6.5% | +83.6% | -90.1% | -23.1% |
| 1Y | +0.8% | +173.0% | -172.2% | -26.6% |
| 3Y | +62.0% | +356.6% | -294.7% | -1.8% |
| 5Y | +138.2% | +1,074.2% | -935.9% | +7.9% |
| 10Y | +940.3% | +1,136.2% | -195.9% | +290.3% |
| All | +1,804.4% | +254.5% | +1,549.9% | +780.6% |
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