+15.7%
STM vs ATI
+363.8%
-348.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.6% |
| 7D | +5.8% | -0.1% | +5.8% | +5.8% |
| 30D | -1.0% | +2.7% | -3.7% | -2.2% |
| 3M | -33.3% | +16.3% | -49.6% | -37.1% |
| 6M | +57.4% | +30.2% | +27.2% | +41.6% |
| YTD | +102.2% | +83.6% | +18.6% | +62.3% |
| 1Y | +99.6% | +173.0% | -73.4% | +38.5% |
| All | +15.7% | +363.8% | -348.0% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling