+24,284.0%
STRL vs ATI
+955.8%
+23,328.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -19.8% | +1.3% | -21.1% | -19.8% |
| 30D | -43.6% | -4.8% | -38.8% | -42.4% |
| 3M | -45.2% | -19.9% | -25.3% | -41.0% |
| 6M | -65.7% | +15.4% | -81.1% | -66.8% |
| YTD | -5.4% | +59.2% | -64.7% | -16.3% |
| 1Y | -24.7% | +86.3% | -110.9% | -36.3% |
| 3Y | +335.0% | +318.2% | +16.8% | +188.0% |
| 5Y | +915.3% | +958.6% | -43.3% | +405.5% |
| 10Y | +3,877.5% | +996.8% | +2,880.7% | +1,621.1% |
| All | +24,284.0% | +955.8% | +23,328.2% | +9,787.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling