-19.8%
APP vs ATI
+18.9%
-38.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.5% |
| 7D | +10.6% | +13.0% | -2.4% | +13.3% |
| 30D | +44.6% | +0.2% | +44.4% | +43.7% |
| 3M | +29.6% | -17.5% | +47.1% | +22.4% |
| 6M | -19.8% | +18.1% | -37.9% | -19.4% |
| All | -19.8% | +18.9% | -38.7% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling