-69.1%
APTV vs ATI
+1,101.9%
-1,171.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.1% |
| 7D | +2.0% | +3.2% | -1.2% | +1.0% |
| 30D | -7.7% | -9.0% | +1.3% | -5.1% |
| 3M | -34.0% | +15.1% | -49.1% | -37.4% |
| 6M | -37.1% | +38.1% | -75.2% | -44.0% |
| YTD | -39.9% | +80.7% | -120.6% | -51.0% |
| 1Y | -44.4% | +167.5% | -211.9% | -60.2% |
| 3Y | -54.5% | +366.0% | -420.5% | -74.8% |
| 5Y | -69.1% | +1,088.8% | -1,157.9% | -87.0% |
| All | -69.1% | +1,101.9% | -1,171.0% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling