+1,141.3%
ATI vs CASY
+7,259.4%
-6,118.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | +2.7% | -11.3% | +14.0% | +8.4% |
| 3M | +16.3% | -0.6% | +17.0% | +13.4% |
| 6M | +30.2% | +10.7% | +19.5% | +19.9% |
| YTD | +83.6% | +37.1% | +46.4% | +52.0% |
| 1Y | +173.0% | +52.3% | +120.7% | +112.2% |
| 3Y | +356.6% | +215.2% | +141.5% | +136.3% |
| 5Y | +1,074.2% | +276.5% | +797.7% | +439.3% |
| 10Y | +1,136.2% | +508.4% | +627.8% | +340.8% |
| All | +1,141.3% | +7,259.4% | -6,118.1% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling