+3,676.0%
STX vs ATI
+1,051.1%
+2,624.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +6.9% |
| 7D | +10.7% | +3.2% | +7.6% | +9.8% |
| 30D | +11.3% | -9.0% | +20.3% | +14.3% |
| 3M | +3.2% | +15.1% | -11.9% | -0.4% |
| 6M | +157.0% | +38.1% | +118.8% | +136.3% |
| YTD | +229.2% | +80.7% | +148.6% | +182.3% |
| 1Y | +381.8% | +167.5% | +214.3% | +273.5% |
| 3Y | +1,383.2% | +366.0% | +1,017.2% | +861.7% |
| 5Y | +1,144.9% | +1,088.8% | +56.1% | +529.0% |
| 10Y | +3,676.0% | +1,055.0% | +2,621.0% | +1,724.0% |
| All | +3,676.0% | +1,051.1% | +2,624.9% | +1,724.0% |
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