+114.6%
CTAS vs ATI
+1,074.8%
-960.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.7% |
| 7D | -1.8% | -0.1% | -1.8% | -1.8% |
| 30D | -0.2% | +2.7% | -2.9% | -0.7% |
| 3M | +11.7% | +16.3% | -4.6% | +8.8% |
| 6M | +0.7% | +30.2% | -29.5% | -3.9% |
| YTD | +7.4% | +83.6% | -76.1% | -3.0% |
| 1Y | -2.1% | +173.0% | -175.1% | -17.3% |
| 3Y | +62.9% | +356.6% | -293.7% | +21.7% |
| All | +114.6% | +1,074.8% | -960.2% | +39.4% |
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