+1,090.2%
ATI vs NWSA
+149.4%
+940.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.6% | -2.8% | -2.8% | -3.9% |
| 30D | -13.7% | +3.0% | -16.8% | -15.5% |
| 3M | -0.4% | +12.3% | -12.7% | -9.0% |
| 6M | +26.2% | +21.9% | +4.4% | +8.6% |
| YTD | +73.2% | +13.6% | +59.6% | +54.2% |
| 1Y | +161.6% | +0.5% | +161.1% | +151.4% |
| 3Y | +346.2% | +43.8% | +302.4% | +231.2% |
| 5Y | +1,047.6% | +41.2% | +1,006.5% | +716.0% |
| All | +1,090.2% | +149.4% | +940.9% | +405.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling