+79.2%
ATI vs STLD
+47.2%
+31.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +4.0% | +4.2% |
| 7D | +6.2% | -11.1% | +17.3% | +11.3% |
| 30D | -7.1% | -4.8% | -2.3% | -5.0% |
| 3M | -21.3% | -14.6% | -6.8% | -16.2% |
| 6M | +6.5% | -7.4% | +13.9% | +8.3% |
| YTD | +53.2% | +32.6% | +20.6% | +28.5% |
| All | +79.2% | +47.2% | +31.9% | +43.4% |
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 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