-32.0%
APP vs ATI
+91.4%
-123.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +2.3% |
| 7D | +48.9% | +4.7% | +44.2% | +48.8% |
| 30D | +49.4% | -0.2% | +49.7% | +49.3% |
| 3M | +27.0% | -18.5% | +45.5% | +28.1% |
| 6M | -15.4% | +16.4% | -31.8% | -20.3% |
| YTD | -39.9% | +63.4% | -103.3% | -53.6% |
| 1Y | -32.0% | +91.5% | -123.5% | -48.4% |
| All | -32.0% | +91.4% | -123.3% | -48.4% |
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