+333.0%
APP vs ATI
+1,074.8%
-741.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.2% |
| 7D | +0.9% | -0.1% | +0.9% | +0.9% |
| 30D | -23.3% | +2.7% | -26.0% | -24.9% |
| 3M | -42.6% | +16.3% | -59.0% | -46.8% |
| 6M | -33.6% | +30.2% | -63.8% | -41.8% |
| YTD | -52.4% | +83.6% | -136.0% | -63.8% |
| 1Y | -35.9% | +173.0% | -208.9% | -58.9% |
| 3Y | +642.2% | +356.6% | +285.6% | +271.3% |
| All | +333.0% | +1,074.8% | -741.9% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling