+528.8%
APP vs ATI
+724.9%
-196.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.2% | -0.4% | +3.3% |
| 7D | +79.2% | +6.0% | +73.2% | +75.3% |
| 30D | +48.0% | -3.6% | +51.6% | +48.9% |
| 3M | +18.2% | -18.9% | +37.1% | +25.0% |
| 6M | -12.5% | +16.7% | -29.2% | -19.8% |
| YTD | -39.2% | +61.1% | -100.2% | -51.0% |
| 1Y | -33.9% | +89.3% | -123.2% | -49.8% |
| 3Y | +933.3% | +333.3% | +600.0% | +462.1% |
| 5Y | +295.9% | +954.5% | -658.6% | +79.7% |
| All | +528.8% | +724.9% | -196.0% | +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