+930.3%
ATI vs STZ
+13.4%
+917.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.1% |
| 7D | +4.2% | +2.6% | +1.6% | +2.9% |
| 30D | -2.5% | +15.2% | -17.7% | -9.9% |
| 3M | -19.4% | +7.6% | -27.1% | -23.5% |
| 6M | +11.1% | +5.3% | +5.8% | +5.3% |
| YTD | +59.5% | +8.6% | +50.9% | +46.3% |
| 1Y | +85.8% | +15.6% | +70.2% | +64.1% |
| 3Y | +311.9% | -35.2% | +347.1% | +384.5% |
| 5Y | +963.2% | -29.1% | +992.3% | +1,048.8% |
| All | +930.3% | +13.4% | +917.0% | +820.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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