+1,091.6%
ATI vs APD
+168.7%
+922.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.3% |
| 7D | -2.7% | -3.5% | +0.8% | -0.4% |
| 30D | -13.5% | -5.1% | -8.4% | -10.7% |
| 3M | +8.5% | +6.9% | +1.7% | +2.6% |
| 6M | +25.2% | +8.1% | +17.1% | +16.6% |
| YTD | +73.4% | +21.2% | +52.2% | +48.1% |
| 1Y | +160.5% | +4.9% | +155.6% | +143.5% |
| 3Y | +347.3% | +6.3% | +341.0% | +298.1% |
| 5Y | +1,049.0% | +24.3% | +1,024.7% | +777.6% |
| All | +1,091.6% | +168.7% | +922.9% | +319.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling