+292.6%
APP vs ATI
+871.8%
-579.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.4% | +5.4% | +8.4% |
| 7D | +71.2% | +6.2% | +65.1% | +66.8% |
| 30D | +39.1% | -7.1% | +46.2% | +41.6% |
| 3M | +16.5% | -21.3% | +37.9% | +25.1% |
| 6M | -16.6% | +6.5% | -23.0% | -21.8% |
| YTD | -41.9% | +53.2% | -95.1% | -53.8% |
| 1Y | -37.0% | +82.7% | -119.8% | -53.4% |
| 3Y | +892.4% | +314.3% | +578.1% | +398.1% |
| All | +292.6% | +871.8% | -579.1% | +54.4% |
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 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