+1,071.3%
ATI vs NTRS
+612.1%
+459.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | -5.6% | +1.4% | -7.0% | -6.5% |
| 30D | -13.7% | -0.7% | -13.1% | -13.3% |
| 3M | -0.4% | +11.3% | -11.7% | -7.5% |
| 6M | +26.2% | +35.5% | -9.3% | +2.4% |
| YTD | +73.2% | +40.6% | +32.6% | +36.1% |
| 1Y | +161.6% | +49.2% | +112.4% | +97.2% |
| 3Y | +346.2% | +167.2% | +178.9% | +121.8% |
| 5Y | +1,047.6% | +94.9% | +952.7% | +573.9% |
| 10Y | +1,130.0% | +259.5% | +870.5% | +400.8% |
| All | +1,071.3% | +612.1% | +459.2% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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