+340.6%
STRL vs ATI
+318.7%
+21.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.7% | -0.4% |
| 7D | +15.7% | +4.2% | +11.5% | +12.7% |
| 30D | -35.5% | -2.5% | -32.9% | -34.0% |
| 3M | -47.1% | -19.4% | -27.7% | -38.3% |
| 6M | -65.8% | +11.1% | -76.9% | -67.7% |
| YTD | -4.5% | +59.5% | -64.1% | -27.0% |
| 1Y | -10.5% | +85.8% | -96.2% | -37.2% |
| 3Y | +340.6% | +311.9% | +28.7% | +95.5% |
| All | +340.6% | +318.7% | +21.9% | +95.5% |
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