-20.4%
SAP vs ATI
+166.0%
-186.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.8% |
| 7D | -0.3% | +3.2% | -3.4% | -0.1% |
| 30D | +2.6% | -9.0% | +11.6% | +1.9% |
| 3M | +16.3% | +15.1% | +1.2% | +16.7% |
| 6M | +6.4% | +38.1% | -31.7% | +5.6% |
| YTD | -11.4% | +80.7% | -92.1% | -14.5% |
| 1Y | -20.4% | +167.5% | -187.9% | -26.6% |
| All | -20.4% | +166.0% | -186.4% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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