+390.9%
ATI vs STLA
+263.8%
+127.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.5% |
| 7D | -0.1% | +2.6% | -2.6% | -1.0% |
| 30D | +2.7% | -1.2% | +3.9% | +2.6% |
| 3M | +16.3% | -24.8% | +41.1% | +26.9% |
| 6M | +30.2% | -25.6% | +55.7% | +42.1% |
| YTD | +83.6% | -48.9% | +132.5% | +123.2% |
| 1Y | +173.0% | -38.8% | +211.8% | +206.7% |
| 3Y | +356.6% | -64.5% | +421.2% | +492.0% |
| 5Y | +1,074.2% | -62.4% | +1,136.6% | +1,347.1% |
| 10Y | +1,136.2% | +55.4% | +1,080.8% | +904.5% |
| All | +390.9% | +263.8% | +127.0% | +289.7% |
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