+1,141.3%
ATI vs STT
+780.5%
+360.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | -0.1% | +0.5% | -0.5% | -0.3% |
| 30D | +2.7% | +3.9% | -1.2% | +0.5% |
| 3M | +16.3% | +20.0% | -3.6% | +5.1% |
| 6M | +30.2% | +55.3% | -25.1% | +2.0% |
| YTD | +83.6% | +53.3% | +30.2% | +44.1% |
| 1Y | +173.0% | +74.7% | +98.3% | +99.0% |
| 3Y | +356.6% | +205.8% | +150.8% | +144.4% |
| 5Y | +1,074.2% | +145.0% | +929.2% | +577.4% |
| 10Y | +1,136.2% | +266.0% | +870.2% | +494.0% |
| All | +1,141.3% | +780.5% | +360.7% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling