-76.6%
APTV vs ATI
+947.1%
-1,023.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -4.3% | +1.3% | -5.6% | -4.7% |
| 30D | -9.7% | -4.8% | -4.9% | -8.8% |
| 3M | -20.6% | -19.9% | -0.6% | -15.6% |
| 6M | -31.7% | +15.4% | -47.1% | -36.0% |
| YTD | -48.0% | +59.2% | -107.2% | -56.5% |
| 1Y | -52.1% | +86.3% | -138.3% | -61.9% |
| 3Y | -47.9% | +318.2% | -366.1% | -70.8% |
| All | -76.6% | +947.1% | -1,023.7% | -90.4% |
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 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