+1,088.8%
ATI vs STZ
-36.5%
+1,125.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.2% |
| 7D | +3.2% | -7.4% | +10.6% | +5.0% |
| 30D | -9.0% | -10.9% | +1.9% | -6.7% |
| 3M | +15.1% | -13.4% | +28.5% | +18.6% |
| 6M | +38.1% | -16.2% | +54.3% | +43.3% |
| YTD | +80.7% | -10.4% | +91.1% | +82.5% |
| 1Y | +167.5% | -14.8% | +182.3% | +173.8% |
| 3Y | +366.0% | -50.1% | +416.1% | +467.2% |
| 5Y | +1,088.8% | -38.8% | +1,127.6% | +1,039.6% |
| All | +1,088.8% | -36.5% | +1,125.3% | +1,039.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling