+161.6%
ATI vs SARO
-10.7%
+172.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -1.1% |
| 7D | -5.6% | -3.1% | -2.5% | -3.9% |
| 30D | -13.7% | -12.2% | -1.5% | -7.0% |
| 3M | -0.4% | -7.4% | +7.0% | +2.1% |
| 6M | +26.2% | -15.3% | +41.5% | +35.7% |
| YTD | +73.2% | -16.2% | +89.4% | +86.0% |
| 1Y | +161.6% | -12.1% | +173.7% | +173.6% |
| All | +161.6% | -10.7% | +172.3% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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