+930.3%
ATI vs CASY
+555.0%
+375.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | +4.2% | +3.6% | +0.6% | +2.6% |
| 30D | -2.5% | +9.1% | -11.6% | -6.5% |
| 3M | -19.4% | -16.5% | -2.9% | -13.8% |
| 6M | +11.1% | -19.7% | +30.8% | +18.5% |
| YTD | +59.5% | +29.3% | +30.3% | +33.4% |
| 1Y | +85.8% | +33.1% | +52.6% | +52.5% |
| 3Y | +311.9% | +158.5% | +153.4% | +125.2% |
| 5Y | +963.2% | +266.7% | +696.5% | +353.4% |
| All | +930.3% | +555.0% | +375.3% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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