+3,848.3%
CTAS vs ATI
+915.7%
+2,932.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.7% |
| 7D | +1.2% | +6.2% | -5.0% | -0.2% |
| 30D | +12.8% | -7.1% | +19.8% | +14.0% |
| 3M | +10.3% | -21.3% | +31.6% | +15.2% |
| 6M | +32.0% | +6.5% | +25.5% | +28.1% |
| YTD | +19.1% | +53.2% | -34.0% | +6.2% |
| 1Y | +21.5% | +82.7% | -61.2% | +4.1% |
| 3Y | +76.0% | +314.3% | -238.3% | +21.2% |
| 5Y | +110.9% | +890.9% | -780.1% | +15.8% |
| 10Y | +849.8% | +1,142.3% | -292.5% | +335.6% |
| All | +3,848.3% | +915.7% | +2,932.6% | +998.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling