+935.8%
ATI vs STLD
+9,814.1%
-8,878.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +4.0% | +4.1% |
| 7D | +6.2% | -11.1% | +17.3% | +14.4% |
| 30D | -7.1% | -4.8% | -2.3% | -4.1% |
| 3M | -21.3% | -14.6% | -6.8% | -14.0% |
| 6M | +6.5% | -7.4% | +13.9% | +9.3% |
| YTD | +53.2% | +32.6% | +20.6% | +23.5% |
| 1Y | +82.7% | +47.3% | +35.4% | +37.5% |
| 3Y | +314.3% | +107.5% | +206.8% | +140.8% |
| 5Y | +890.9% | +268.8% | +622.1% | +269.5% |
| 10Y | +1,142.3% | +883.3% | +259.0% | +138.8% |
| All | +935.8% | +9,814.1% | -8,878.3% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling