+989.2%
ATI vs STT
+678.6%
+310.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +1.9% | +3.4% |
| 7D | +6.0% | +0.9% | +5.1% | +5.6% |
| 30D | -3.6% | -2.3% | -1.3% | -2.3% |
| 3M | -18.9% | -7.0% | -11.9% | -15.4% |
| 6M | +16.7% | +15.5% | +1.2% | +7.7% |
| YTD | +61.1% | +35.6% | +25.5% | +35.5% |
| 1Y | +89.3% | +47.9% | +41.4% | +51.8% |
| 3Y | +333.3% | +181.1% | +152.2% | +143.2% |
| 5Y | +954.5% | +108.2% | +846.3% | +567.2% |
| 10Y | +1,067.0% | +201.0% | +866.0% | +521.2% |
| All | +989.2% | +678.6% | +310.6% | +195.4% |
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