+392.6%
STM vs ATI
+1,108.2%
-715.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +3.0% |
| 7D | -10.7% | +6.2% | -16.9% | -12.3% |
| 30D | -25.7% | -7.1% | -18.7% | -23.8% |
| 3M | -21.6% | -21.3% | -0.2% | -15.0% |
| 6M | -27.8% | +6.5% | -34.3% | -28.9% |
| YTD | +61.8% | +53.2% | +8.6% | +42.1% |
| 1Y | +78.1% | +82.7% | -4.6% | +48.0% |
| 3Y | +4.9% | +314.3% | -309.4% | -35.4% |
| 5Y | -14.3% | +890.9% | -905.2% | -60.2% |
| All | +392.6% | +1,108.2% | -715.6% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling