-39.3%
APP vs ATI
+85.0%
-124.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.5% |
| 7D | +61.1% | +1.3% | +59.8% | +61.0% |
| 30D | +42.8% | -4.8% | +47.5% | +42.8% |
| 3M | +16.7% | -19.9% | +36.6% | +17.7% |
| 6M | -15.6% | +15.4% | -30.9% | -21.0% |
| YTD | -41.3% | +59.2% | -100.5% | -55.3% |
| 1Y | -39.3% | +86.3% | -125.5% | -55.6% |
| All | -39.3% | +85.0% | -124.2% | -55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling