+173.0%
ATI vs APD
+6.0%
+167.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.0% |
| 7D | -0.1% | -2.2% | +2.2% | +0.1% |
| 30D | +2.7% | +2.1% | +0.6% | +2.5% |
| 3M | +16.3% | +7.2% | +9.1% | +15.4% |
| 6M | +30.2% | +11.2% | +18.9% | +28.4% |
| YTD | +83.6% | +24.4% | +59.2% | +75.9% |
| 1Y | +173.0% | +6.7% | +166.3% | +171.9% |
| All | +173.0% | +6.0% | +167.0% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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