+935.8%
ATI vs APD
+1,834.4%
-898.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.7% |
| 7D | +6.2% | -3.7% | +9.8% | +9.6% |
| 30D | -7.1% | +9.6% | -16.7% | -14.6% |
| 3M | -21.3% | +1.6% | -23.0% | -23.1% |
| 6M | +6.5% | +2.2% | +4.3% | +2.1% |
| YTD | +53.2% | +25.9% | +27.3% | +20.0% |
| 1Y | +82.7% | +20.1% | +62.6% | +47.8% |
| 3Y | +314.3% | +12.4% | +301.9% | +228.8% |
| 5Y | +890.9% | +11.1% | +879.8% | +671.9% |
| 10Y | +1,142.3% | +190.1% | +952.2% | +269.9% |
| All | +935.8% | +1,834.4% | -898.6% | -2.9% |
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 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