+59.8%
SAP vs ATI
+373.5%
-313.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | -2.9% | -0.1% | -2.9% | -2.9% |
| 30D | +9.0% | +2.7% | +6.3% | +8.5% |
| 3M | +14.9% | +16.3% | -1.4% | +12.0% |
| 6M | +11.9% | +30.2% | -18.3% | +6.6% |
| YTD | -9.9% | +83.6% | -93.5% | -19.7% |
| 1Y | -19.5% | +173.0% | -192.5% | -34.0% |
| All | +59.8% | +373.5% | -313.7% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling