+57.4%
STM vs ATI
+32.0%
+25.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | -0.3% |
| 7D | +5.8% | -0.1% | +5.8% | +5.7% |
| 30D | -1.0% | +2.7% | -3.7% | -3.1% |
| 3M | -33.3% | +16.3% | -49.6% | -40.1% |
| 6M | +57.4% | +30.2% | +27.2% | +30.5% |
| All | +57.4% | +32.0% | +25.3% | +30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling