+48.2%
CSX vs ATI
+871.8%
-823.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -4.1% |
| 7D | -5.5% | +6.2% | -11.7% | -6.5% |
| 30D | +4.9% | -7.1% | +12.0% | +5.8% |
| 3M | -2.9% | -21.3% | +18.5% | +0.7% |
| 6M | +8.3% | +6.5% | +1.9% | +5.7% |
| YTD | +36.7% | +53.2% | -16.4% | +24.5% |
| 1Y | +41.5% | +82.7% | -41.2% | +24.8% |
| 3Y | +68.6% | +314.3% | -245.7% | +20.3% |
| All | +48.2% | +871.8% | -823.6% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling