+56.4%
SAP vs ATI
+1,074.8%
-1,018.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.3% |
| 7D | -2.9% | -0.1% | -2.9% | -2.9% |
| 30D | +9.0% | +2.7% | +6.3% | +8.4% |
| 3M | +14.9% | +16.3% | -1.4% | +11.4% |
| 6M | +11.9% | +30.2% | -18.3% | +5.6% |
| YTD | -9.9% | +83.6% | -93.5% | -20.6% |
| 1Y | -19.5% | +173.0% | -192.5% | -34.8% |
| 3Y | +61.8% | +356.6% | -294.8% | +14.0% |
| All | +56.4% | +1,074.8% | -1,018.5% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling