+52.0%
CSX vs ATI
+958.1%
-906.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +1.9% |
| 7D | -2.2% | +6.0% | -8.2% | -3.2% |
| 30D | +6.8% | -3.6% | +10.5% | +7.1% |
| 3M | +0.7% | -18.9% | +19.6% | +3.9% |
| 6M | +13.3% | +16.7% | -3.4% | +8.8% |
| YTD | +40.5% | +61.1% | -20.5% | +26.9% |
| 1Y | +44.7% | +89.3% | -44.6% | +26.8% |
| 3Y | +74.5% | +333.3% | -258.8% | +23.7% |
| 5Y | +52.0% | +954.5% | -902.5% | -11.7% |
| All | +52.0% | +958.1% | -906.1% | -11.7% |
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