+815.5%
CTAS vs ATI
+961.4%
-145.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.5% |
| 7D | +2.0% | +4.2% | -2.2% | +1.0% |
| 30D | +8.7% | -2.5% | +11.2% | +8.8% |
| 3M | +13.3% | -19.4% | +32.7% | +17.8% |
| 6M | +39.4% | +11.1% | +28.3% | +33.8% |
| YTD | +21.5% | +59.5% | -38.0% | +6.5% |
| 1Y | +21.9% | +85.8% | -63.9% | +3.1% |
| 3Y | +73.6% | +311.9% | -238.3% | +16.0% |
| 5Y | +116.2% | +963.2% | -847.0% | +9.1% |
| All | +815.5% | +961.4% | -145.9% | +295.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling