+40,867.6%
STRL vs ATI
+1,117.2%
+39,750.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.8% | +4.8% |
| 7D | +3.4% | -0.1% | +3.4% | +3.4% |
| 30D | -9.2% | +2.7% | -11.9% | -10.0% |
| 3M | -51.0% | +16.3% | -67.4% | -53.0% |
| 6M | +15.8% | +30.2% | -14.4% | +8.0% |
| YTD | +58.9% | +83.6% | -24.7% | +33.9% |
| 1Y | +68.5% | +173.0% | -104.5% | +26.4% |
| 3Y | +485.2% | +356.6% | +128.6% | +274.2% |
| 5Y | +2,005.1% | +1,074.2% | +930.9% | +905.5% |
| 10Y | +7,118.0% | +1,136.2% | +5,981.7% | +2,866.5% |
| All | +40,867.6% | +1,117.2% | +39,750.4% | +15,715.8% |
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