-4.6%
STM vs ATI
+959.5%
-964.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +2.1% |
| 7D | +12.0% | +4.2% | +7.9% | +10.1% |
| 30D | -0.4% | -2.5% | +2.2% | +0.8% |
| 3M | -13.2% | -19.4% | +6.2% | -5.3% |
| 6M | -26.1% | +11.1% | -37.1% | -28.7% |
| YTD | +81.2% | +59.5% | +21.6% | +53.2% |
| 1Y | +98.3% | +85.8% | +12.5% | +58.8% |
| 3Y | +16.7% | +311.9% | -295.2% | -34.8% |
| All | -4.6% | +959.5% | -964.1% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling