+1,070.3%
ATI vs STLD
+1,087.1%
-16.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +4.0% |
| 7D | -0.1% | +3.1% | -3.2% | -2.3% |
| 30D | +2.7% | -9.0% | +11.7% | +8.6% |
| 3M | +16.3% | -12.4% | +28.7% | +24.9% |
| 6M | +30.2% | +25.5% | +4.7% | +9.6% |
| YTD | +83.6% | +43.6% | +39.9% | +39.7% |
| 1Y | +173.0% | +87.2% | +85.8% | +73.3% |
| 3Y | +356.6% | +135.2% | +221.4% | +136.6% |
| 5Y | +1,074.2% | +290.9% | +783.3% | +283.3% |
| All | +1,070.3% | +1,087.1% | -16.8% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling