+818.4%
CTAS vs ATI
+1,024.4%
-206.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +0.7% | +1.3% | -0.6% | +0.3% |
| 30D | +11.3% | -4.8% | +16.1% | +11.9% |
| 3M | +11.4% | -19.9% | +31.3% | +16.0% |
| 6M | +35.6% | +15.4% | +20.3% | +29.1% |
| YTD | +20.7% | +59.2% | -38.5% | +5.9% |
| 1Y | +22.8% | +86.3% | -63.4% | +3.9% |
| 3Y | +73.4% | +318.2% | -244.8% | +15.4% |
| 5Y | +117.6% | +958.6% | -841.0% | +10.0% |
| 10Y | +818.4% | +996.8% | -178.3% | +295.7% |
| All | +818.4% | +1,024.4% | -206.0% | +295.7% |
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 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