+314.3%
ATI vs STLD
+105.6%
+208.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +4.0% | +4.2% |
| 7D | +6.2% | -11.1% | +17.3% | +12.7% |
| 30D | -7.1% | -4.8% | -2.3% | -4.6% |
| 3M | -21.3% | -14.6% | -6.8% | -15.2% |
| 6M | +6.5% | -7.4% | +13.9% | +8.9% |
| YTD | +53.2% | +32.6% | +20.6% | +26.8% |
| 1Y | +82.7% | +47.3% | +35.4% | +42.3% |
| 3Y | +314.3% | +107.5% | +206.8% | +155.7% |
| All | +314.3% | +105.6% | +208.7% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling