-28.2%
APTV vs ATI
+1,002.4%
-1,030.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.0% |
| 7D | -5.0% | +13.0% | -18.0% | -8.8% |
| 30D | -12.3% | +0.2% | -12.5% | -12.9% |
| 3M | -19.9% | -17.5% | -2.5% | -15.5% |
| 6M | -29.4% | +18.1% | -47.5% | -34.4% |
| YTD | -49.0% | +65.7% | -114.7% | -58.1% |
| 1Y | -53.1% | +91.9% | -145.0% | -63.4% |
| 3Y | -48.9% | +335.2% | -384.1% | -71.5% |
| 5Y | -77.2% | +1,004.3% | -1,081.5% | -91.1% |
| All | -28.2% | +1,002.4% | -1,030.6% | -74.3% |
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