-18.2%
APTV vs ATI
+1,155.5%
-1,173.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.3% | +3.8% |
| 7D | -1.8% | -2.7% | +0.9% | -1.0% |
| 30D | -7.9% | -13.5% | +5.6% | -3.6% |
| 3M | -29.9% | +8.5% | -38.4% | -32.4% |
| 6M | -36.6% | +25.2% | -61.8% | -42.0% |
| YTD | -40.0% | +73.4% | -113.4% | -50.8% |
| 1Y | -44.0% | +160.5% | -204.5% | -60.1% |
| 3Y | -54.5% | +347.3% | -401.8% | -74.5% |
| 5Y | -68.8% | +1,049.0% | -1,117.8% | -87.6% |
| All | -18.2% | +1,155.5% | -1,173.7% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling