+515.0%
STRL vs ATI
+373.5%
+141.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.8% | +3.7% |
| 7D | +3.4% | -0.1% | +3.4% | +3.4% |
| 30D | -9.2% | +2.7% | -11.9% | -11.1% |
| 3M | -51.0% | +16.3% | -67.4% | -55.5% |
| 6M | +15.8% | +30.2% | -14.4% | -1.8% |
| YTD | +58.9% | +83.6% | -24.7% | +10.2% |
| 1Y | +68.5% | +173.0% | -104.5% | -6.7% |
| All | +515.0% | +373.5% | +141.6% | +152.5% |
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 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