+3,877.1%
STRL vs ATI
+1,017.6%
+2,859.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +3.8% |
| 7D | +7.1% | +4.7% | +2.4% | +5.6% |
| 30D | -39.4% | -0.2% | -39.1% | -39.0% |
| 3M | -43.0% | -18.5% | -24.5% | -37.6% |
| 6M | -65.0% | +16.4% | -81.4% | -66.6% |
| YTD | -0.8% | +63.4% | -64.2% | -16.0% |
| 1Y | -20.3% | +91.5% | -111.8% | -36.3% |
| 3Y | +356.5% | +329.2% | +27.3% | +169.1% |
| 5Y | +952.8% | +966.7% | -13.9% | +347.7% |
| 10Y | +3,877.1% | +1,003.8% | +2,873.3% | +1,492.5% |
| All | +3,877.1% | +1,017.6% | +2,859.5% | +1,492.5% |
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 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