+78.1%
STM vs ATI
+81.8%
-3.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +1.4% |
| 7D | -10.7% | +6.2% | -16.9% | -13.8% |
| 30D | -25.7% | -7.1% | -18.7% | -22.0% |
| 3M | -21.6% | -21.3% | -0.2% | -8.1% |
| 6M | -27.8% | +6.5% | -34.3% | -30.1% |
| YTD | +61.8% | +53.2% | +8.6% | +32.6% |
| 1Y | +78.1% | +82.7% | -4.6% | +35.0% |
| All | +78.1% | +81.8% | -3.7% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling