+312.1%
ATI vs STZ
-37.0%
+349.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.4% |
| 7D | +6.2% | +4.9% | +1.3% | +6.1% |
| 30D | -7.1% | +20.9% | -28.0% | -7.6% |
| 3M | -21.3% | +8.0% | -29.3% | -21.3% |
| 6M | +6.5% | -5.3% | +11.8% | +7.9% |
| YTD | +53.2% | +5.9% | +47.3% | +53.0% |
| 1Y | +82.7% | +14.2% | +68.5% | +81.4% |
| All | +312.1% | -37.0% | +349.1% | +306.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling