+1,972.8%
STX vs ATI
+961.4%
+1,011.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.0% |
| 7D | +14.6% | +4.2% | +10.4% | +13.4% |
| 30D | -26.0% | -2.5% | -23.4% | -25.3% |
| 3M | -42.6% | -19.4% | -23.2% | -38.9% |
| 6M | -35.3% | +11.1% | -46.3% | -36.7% |
| YTD | +92.5% | +59.5% | +32.9% | +70.7% |
| 1Y | +102.4% | +85.8% | +16.6% | +72.8% |
| 3Y | +673.8% | +311.9% | +361.9% | +418.4% |
| 5Y | +463.1% | +963.2% | -500.2% | +191.9% |
| All | +1,972.8% | +961.4% | +1,011.4% | +943.3% |
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