+1,025.5%
ATI vs STLA
-62.8%
+1,088.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.8% |
| 7D | -5.6% | -2.9% | -2.8% | -4.9% |
| 30D | -13.7% | +0.9% | -14.7% | -14.3% |
| 3M | -0.4% | -21.6% | +21.3% | +6.1% |
| 6M | +26.2% | -21.6% | +47.9% | +34.1% |
| YTD | +73.2% | -50.4% | +123.6% | +106.7% |
| 1Y | +161.6% | -43.6% | +205.2% | +195.9% |
| 3Y | +346.2% | -66.4% | +412.6% | +450.2% |
| All | +1,025.5% | -62.8% | +1,088.4% | +1,193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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