+80.7%
SAP vs ATI
+959.5%
-878.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.8% |
| 7D | +0.6% | +4.2% | -3.5% | +0.1% |
| 30D | +6.5% | -2.5% | +9.1% | +6.6% |
| 3M | +12.2% | -19.4% | +31.7% | +15.3% |
| 6M | +46.1% | +11.1% | +35.0% | +41.3% |
| YTD | -1.6% | +59.5% | -61.2% | -11.9% |
| 1Y | -5.1% | +85.8% | -90.9% | -17.7% |
| 3Y | +68.4% | +311.9% | -243.5% | +19.5% |
| All | +80.7% | +959.5% | -878.8% | +8.5% |
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