+86.5%
ATI vs STLD
+59.7%
+26.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | +0.5% |
| 7D | +8.3% | -3.9% | +12.3% | +10.1% |
| 30D | -7.3% | -0.4% | -6.9% | -7.0% |
| 3M | -10.5% | -9.2% | -1.3% | -7.1% |
| 6M | +16.4% | +5.0% | +11.4% | +12.0% |
| YTD | +56.1% | +42.8% | +13.2% | +27.4% |
| 1Y | +86.5% | +60.1% | +26.4% | +42.2% |
| All | +86.5% | +59.7% | +26.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling