+32.0%
CTAS vs ATI
+9.7%
+22.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -1.3% |
| 7D | +1.2% | +6.2% | -5.0% | +1.9% |
| 30D | +12.8% | -7.1% | +19.8% | +11.5% |
| 3M | +10.3% | -21.3% | +31.6% | +5.9% |
| 6M | +32.0% | +6.5% | +25.5% | +36.2% |
| All | +32.0% | +9.7% | +22.2% | +36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling