+930.3%
ATI vs STT
+198.3%
+732.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | +4.2% | +4.8% | -0.6% | +0.7% |
| 30D | -2.5% | +3.9% | -6.5% | -5.1% |
| 3M | -19.4% | -8.2% | -11.3% | -14.1% |
| 6M | +11.1% | +15.6% | -4.5% | -0.4% |
| YTD | +59.5% | +37.6% | +21.9% | +25.0% |
| 1Y | +85.8% | +50.1% | +35.6% | +36.4% |
| 3Y | +311.9% | +183.1% | +128.8% | +86.4% |
| 5Y | +963.2% | +104.8% | +858.4% | +471.4% |
| All | +930.3% | +198.3% | +732.1% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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