-52.2%
APTV vs ATI
+81.3%
-133.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | +0.7% |
| 7D | -1.7% | +4.2% | -5.9% | -2.7% |
| 30D | -11.6% | -2.5% | -9.1% | -11.4% |
| 3M | -21.2% | -19.4% | -1.8% | -16.9% |
| 6M | -28.5% | +11.1% | -39.6% | -32.8% |
| YTD | -49.1% | +59.5% | -108.6% | -60.8% |
| 1Y | -52.2% | +85.8% | -138.0% | -66.3% |
| All | -52.2% | +81.3% | -133.5% | -66.3% |
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 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