+588.0%
STX vs ATI
+320.9%
+267.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -3.0% |
| 7D | -28.5% | +6.2% | -34.6% | -30.1% |
| 30D | -42.9% | -7.1% | -35.8% | -41.2% |
| 3M | -45.9% | -21.3% | -24.6% | -40.7% |
| 6M | -41.3% | +6.5% | -47.8% | -42.1% |
| YTD | +67.9% | +53.2% | +14.8% | +47.8% |
| 1Y | +66.5% | +82.7% | -16.2% | +39.7% |
| 3Y | +588.0% | +314.3% | +273.7% | +345.9% |
| All | +588.0% | +320.9% | +267.1% | +345.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling