+527.5%
APP vs ATI
+717.0%
-189.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.7% | +7.6% | +5.0% |
| 7D | +4.6% | +4.2% | +0.4% | +3.2% |
| 30D | +56.0% | -2.5% | +58.6% | +56.2% |
| 3M | +30.8% | -19.4% | +50.3% | +38.5% |
| 6M | -9.8% | +11.1% | -20.9% | -15.9% |
| YTD | -39.3% | +59.5% | -98.8% | -51.0% |
| 1Y | -26.4% | +85.8% | -112.2% | -43.9% |
| 3Y | +887.9% | +311.9% | +576.0% | +444.4% |
| 5Y | +264.1% | +963.2% | -699.1% | +65.3% |
| All | +527.5% | +717.0% | -189.5% | +182.9% |
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