+113.3%
CTAS vs ATI
+871.8%
-758.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.3% |
| 7D | +1.2% | +6.2% | -5.0% | +0.3% |
| 30D | +12.8% | -7.1% | +19.8% | +13.5% |
| 3M | +10.3% | -21.3% | +31.6% | +13.4% |
| 6M | +32.0% | +6.5% | +25.5% | +29.2% |
| YTD | +19.1% | +53.2% | -34.0% | +9.5% |
| 1Y | +21.5% | +82.7% | -61.2% | +8.5% |
| 3Y | +76.0% | +314.3% | -238.3% | +30.9% |
| All | +113.3% | +871.8% | -758.4% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling