+696.9%
ATI vs NWSA
+123.2%
+573.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.3% |
| 7D | +3.2% | -2.6% | +5.8% | +5.0% |
| 30D | -9.0% | +4.6% | -13.6% | -11.8% |
| 3M | +15.1% | +10.2% | +4.9% | +6.0% |
| 6M | +38.1% | +21.6% | +16.5% | +18.3% |
| YTD | +80.7% | +14.6% | +66.0% | +59.1% |
| 1Y | +167.5% | +0.4% | +167.2% | +156.5% |
| 3Y | +366.0% | +45.0% | +321.0% | +241.1% |
| 5Y | +1,088.8% | +41.3% | +1,047.5% | +737.1% |
| 10Y | +1,055.0% | +142.8% | +912.2% | +399.4% |
| All | +696.9% | +123.2% | +573.7% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling