+175.8%
ATI vs STZ
-14.3%
+190.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.4% |
| 7D | +2.4% | -6.0% | +8.4% | +2.2% |
| 30D | -9.5% | -8.9% | -0.6% | -9.8% |
| 3M | +10.4% | -12.6% | +22.9% | +10.2% |
| 6M | +31.8% | -17.2% | +49.0% | +32.6% |
| YTD | +80.0% | -10.0% | +90.0% | +82.9% |
| 1Y | +175.8% | -14.3% | +190.1% | +177.8% |
| All | +175.8% | -14.3% | +190.1% | +177.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling