+1,005.0%
ATI vs STZ
+2,403.5%
-1,398.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.1% |
| 7D | +4.7% | -0.9% | +5.7% | +5.1% |
| 30D | -0.2% | +14.9% | -15.2% | -7.1% |
| 3M | -18.5% | +8.4% | -26.9% | -22.7% |
| 6M | +16.4% | +2.8% | +13.6% | +12.0% |
| YTD | +63.4% | +7.5% | +55.9% | +52.4% |
| 1Y | +91.5% | +12.5% | +79.0% | +74.5% |
| 3Y | +329.2% | -35.4% | +364.6% | +387.9% |
| 5Y | +966.7% | -29.3% | +996.0% | +1,049.9% |
| 10Y | +1,003.8% | +11.8% | +992.0% | +859.6% |
| All | +1,005.0% | +2,403.5% | -1,398.5% | +165.2% |
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