+25,297.9%
STRL vs ATI
+998.8%
+24,299.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +23.4% | +13.0% | +10.5% | +19.0% |
| 30D | -39.5% | +0.2% | -39.7% | -39.3% |
| 3M | -45.1% | -17.5% | -27.6% | -41.3% |
| 6M | -64.6% | +18.1% | -82.7% | -66.0% |
| YTD | -1.5% | +65.7% | -67.2% | -13.9% |
| 1Y | -20.8% | +91.9% | -112.7% | -33.6% |
| 3Y | +353.1% | +335.2% | +17.9% | +196.3% |
| 5Y | +942.9% | +1,004.3% | -61.4% | +412.5% |
| 10Y | +3,847.6% | +1,019.2% | +2,828.4% | +1,595.6% |
| All | +25,297.9% | +998.8% | +24,299.1% | +10,071.9% |
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