+239.2%
STRL vs ATI
+320.9%
-81.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -1.0% | +0.4% |
| 7D | -26.9% | +6.2% | -33.1% | -29.6% |
| 30D | -52.7% | -7.1% | -45.6% | -50.0% |
| 3M | -52.8% | -21.3% | -31.5% | -44.1% |
| 6M | -71.5% | +6.5% | -78.0% | -72.3% |
| YTD | -17.4% | +53.2% | -70.6% | -35.3% |
| 1Y | -35.0% | +82.7% | -117.7% | -53.9% |
| 3Y | +239.2% | +314.3% | -75.1% | +51.3% |
| All | +239.2% | +320.9% | -81.6% | +51.3% |
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 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