+935.8%
ATI vs STZ
+2,366.1%
-1,430.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.2% |
| 7D | +6.2% | +4.9% | +1.3% | +3.8% |
| 30D | -7.1% | +20.9% | -28.0% | -15.5% |
| 3M | -21.3% | +8.0% | -29.3% | -25.2% |
| 6M | +6.5% | -5.3% | +11.8% | +6.3% |
| YTD | +53.2% | +5.9% | +47.3% | +43.8% |
| 1Y | +82.7% | +14.2% | +68.5% | +65.2% |
| 3Y | +314.3% | -37.0% | +351.3% | +376.2% |
| 5Y | +890.9% | -29.7% | +920.6% | +970.4% |
| 10Y | +1,142.3% | +5.2% | +1,137.2% | +1,003.7% |
| All | +935.8% | +2,366.1% | -1,430.3% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling