+1,967.8%
STX vs ATI
+1,024.4%
+943.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -17.3% | +1.3% | -18.6% | -17.3% |
| 30D | -35.9% | -4.8% | -31.2% | -34.9% |
| 3M | -37.3% | -19.9% | -17.4% | -33.2% |
| 6M | -35.8% | +15.4% | -51.2% | -37.9% |
| YTD | +82.7% | +59.2% | +23.5% | +62.1% |
| 1Y | +71.6% | +86.3% | -14.6% | +46.3% |
| 3Y | +635.3% | +318.2% | +317.1% | +390.1% |
| 5Y | +483.8% | +958.6% | -474.9% | +202.5% |
| 10Y | +1,967.8% | +996.8% | +971.0% | +944.9% |
| All | +1,967.8% | +1,024.4% | +943.3% | +944.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling