+22.3%
CTAS vs ATI
+88.3%
-66.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | +0.5% | +13.0% | -12.5% | +0.7% |
| 30D | +10.2% | +0.2% | +10.1% | +10.1% |
| 3M | +12.1% | -17.5% | +29.6% | +11.7% |
| 6M | +38.3% | +18.1% | +20.2% | +36.0% |
| YTD | +21.9% | +65.7% | -43.8% | +13.4% |
| All | +22.3% | +88.3% | -66.0% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling