+3,988.2%
STRL vs ATI
+1,119.3%
+2,868.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.2% | +9.8% | +12.8% |
| 7D | -13.3% | +6.0% | -19.4% | -14.9% |
| 30D | -43.3% | -3.6% | -39.7% | -42.2% |
| 3M | -46.9% | -18.9% | -28.0% | -41.8% |
| 6M | -65.6% | +16.7% | -82.3% | -67.2% |
| YTD | -5.1% | +61.1% | -66.2% | -19.2% |
| 1Y | -23.1% | +89.3% | -112.4% | -38.2% |
| 3Y | +346.8% | +333.3% | +13.5% | +162.7% |
| 5Y | +907.2% | +954.5% | -47.3% | +329.8% |
| 10Y | +3,988.2% | +1,067.0% | +2,921.2% | +1,529.0% |
| All | +3,988.2% | +1,119.3% | +2,868.9% | +1,529.0% |
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 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