+1,049.0%
ATI vs NWSA
+39.0%
+1,009.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | -2.7% | -4.8% | +2.0% | -0.7% |
| 30D | -13.5% | +3.0% | -16.5% | -14.7% |
| 3M | +8.5% | +9.3% | -0.8% | +3.2% |
| 6M | +25.2% | +23.2% | +2.0% | +12.0% |
| YTD | +73.4% | +13.3% | +60.1% | +60.4% |
| 1Y | +160.5% | +2.9% | +157.6% | +152.1% |
| 3Y | +347.3% | +43.3% | +304.0% | +267.7% |
| 5Y | +1,049.0% | +40.9% | +1,008.1% | +817.7% |
| All | +1,049.0% | +39.0% | +1,009.9% | +817.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling