+137.2%
APTV vs ATI
+323.5%
-186.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | +0.9% |
| 7D | -1.7% | +4.2% | -5.9% | -3.0% |
| 30D | -11.6% | -2.5% | -9.1% | -11.4% |
| 3M | -21.2% | -19.4% | -1.8% | -16.8% |
| 6M | -28.5% | +11.1% | -39.6% | -31.8% |
| YTD | -49.1% | +59.5% | -108.6% | -56.6% |
| 1Y | -52.2% | +85.8% | -138.0% | -61.0% |
| 3Y | -48.6% | +311.9% | -360.5% | -68.3% |
| 5Y | -77.3% | +963.2% | -1,040.5% | -89.6% |
| 10Y | -26.9% | +977.6% | -1,004.5% | -70.4% |
| All | +137.2% | +323.5% | -186.3% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling