+683.8%
CTAS vs ATI
+1,068.2%
-384.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +1.0% | +2.4% | -1.4% | +0.5% |
| 30D | -1.1% | -9.5% | +8.4% | +1.0% |
| 3M | +11.5% | +10.4% | +1.1% | +8.3% |
| 6M | +0.2% | +31.8% | -31.6% | -7.1% |
| YTD | +7.2% | +80.0% | -72.8% | -7.7% |
| 1Y | 0.0% | +175.8% | -175.8% | -22.3% |
| 3Y | +65.9% | +364.2% | -298.3% | +9.1% |
| 5Y | +109.6% | +1,076.9% | -967.3% | +4.9% |
| 10Y | +683.8% | +1,178.1% | -494.3% | +223.2% |
| All | +683.8% | +1,068.2% | -384.5% | +223.2% |
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