+325.8%
ATI vs STLA
+178.7%
+147.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.5% | +0.1% |
| 7D | +1.3% | -4.9% | +6.2% | +3.0% |
| 30D | -4.8% | -4.9% | +0.2% | -3.7% |
| 3M | -19.9% | -23.7% | +3.7% | -13.6% |
| 6M | +15.4% | -45.0% | +60.3% | +38.2% |
| YTD | +59.2% | -60.9% | +120.1% | +109.5% |
| 1Y | +86.3% | -58.9% | +145.1% | +139.6% |
| 3Y | +318.2% | -74.4% | +392.7% | +500.9% |
| 5Y | +958.6% | -71.5% | +1,030.2% | +1,319.8% |
| 10Y | +996.8% | +5.3% | +991.5% | +892.6% |
| All | +325.8% | +178.7% | +147.0% | +265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling