+3,937.0%
CSX vs ATI
+872.7%
+3,064.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | -0.8% |
| 7D | -2.7% | -3.8% | +1.1% | -1.9% |
| 30D | +7.0% | -13.5% | +20.5% | +10.5% |
| 3M | -0.3% | -17.9% | +17.6% | +3.8% |
| 6M | +13.5% | +8.4% | +5.2% | +9.1% |
| YTD | +41.5% | +46.7% | -5.2% | +24.7% |
| 1Y | +45.8% | +74.5% | -28.7% | +22.5% |
| 3Y | +74.4% | +303.7% | -229.3% | +10.6% |
| 5Y | +53.6% | +848.9% | -795.3% | -26.0% |
| 10Y | +465.6% | +1,089.7% | -624.1% | +115.2% |
| All | +3,937.0% | +872.7% | +3,064.3% | +1,156.1% |
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