-55.4%
APTV vs ATI
+358.3%
-413.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -1.2% | +2.4% | -3.6% | -1.7% |
| 30D | -10.6% | -9.5% | -1.2% | -8.5% |
| 3M | -35.0% | +10.4% | -45.4% | -37.0% |
| 6M | -38.9% | +31.8% | -70.7% | -43.6% |
| YTD | -41.5% | +80.0% | -121.5% | -50.1% |
| 1Y | -45.8% | +175.8% | -221.6% | -58.4% |
| All | -55.4% | +358.3% | -413.7% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling