+989.2%
ATI vs APD
+1,874.0%
-884.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.1% | +3.4% |
| 7D | +6.0% | -1.6% | +7.6% | +7.5% |
| 30D | -3.6% | +10.6% | -14.2% | -12.1% |
| 3M | -18.9% | +2.5% | -21.4% | -21.3% |
| 6M | +16.7% | +6.0% | +10.7% | +8.4% |
| YTD | +61.1% | +28.4% | +32.6% | +24.0% |
| 1Y | +89.3% | +22.2% | +67.1% | +51.1% |
| 3Y | +333.3% | +26.6% | +306.7% | +213.4% |
| 5Y | +954.5% | +11.8% | +942.7% | +719.0% |
| 10Y | +1,067.0% | +187.8% | +879.2% | +251.3% |
| All | +989.2% | +1,874.0% | -884.8% | +0.4% |
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