-40.4%
APTV vs ATI
+176.2%
-216.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.3% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +2.0% | +2.7% | -0.7% | +1.1% |
| 3M | -34.2% | +16.3% | -50.6% | -37.7% |
| 6M | -34.7% | +30.2% | -64.8% | -40.8% |
| YTD | -37.0% | +83.6% | -120.5% | -48.8% |
| 1Y | -40.4% | +173.0% | -213.4% | -55.9% |
| All | -40.4% | +176.2% | -216.6% | -55.9% |
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