+1,141.3%
ATI vs APD
+1,811.7%
-670.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.8% |
| 7D | -0.1% | -2.2% | +2.2% | +1.8% |
| 30D | +2.7% | +2.1% | +0.6% | +0.6% |
| 3M | +16.3% | +7.2% | +9.1% | +7.6% |
| 6M | +30.2% | +11.2% | +18.9% | +15.4% |
| YTD | +83.6% | +24.4% | +59.2% | +46.1% |
| 1Y | +173.0% | +6.7% | +166.3% | +144.4% |
| 3Y | +356.6% | +9.2% | +347.4% | +274.4% |
| 5Y | +1,074.2% | +27.4% | +1,046.8% | +708.9% |
| 10Y | +1,136.2% | +164.8% | +971.4% | +306.3% |
| All | +1,141.3% | +1,811.7% | -670.5% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling