+16,011.1%
STX vs ATI
+4,572.9%
+11,438.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.4% | +5.5% |
| 7D | +2.4% | -0.1% | +2.4% | +2.4% |
| 30D | +1.4% | +2.7% | -1.3% | +0.5% |
| 3M | -8.2% | +16.3% | -24.5% | -11.9% |
| 6M | +127.0% | +30.2% | +96.8% | +110.7% |
| YTD | +209.1% | +83.6% | +125.6% | +159.5% |
| 1Y | +365.4% | +173.0% | +192.4% | +247.4% |
| 3Y | +1,135.4% | +356.6% | +778.7% | +661.0% |
| 5Y | +991.5% | +1,074.2% | -82.7% | +395.1% |
| 10Y | +3,695.8% | +1,136.2% | +2,559.6% | +1,301.7% |
| All | +16,011.1% | +4,572.9% | +11,438.2% | +3,576.8% |
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