+603.8%
ATI vs NWSA
+102.5%
+501.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -5.4% |
| 7D | +4.2% | +2.2% | +2.0% | +2.6% |
| 30D | -2.5% | -8.8% | +6.2% | +2.5% |
| 3M | -19.4% | -6.5% | -12.9% | -17.2% |
| 6M | +11.1% | +1.5% | +9.6% | +6.1% |
| YTD | +59.5% | +4.0% | +55.5% | +47.5% |
| 1Y | +85.8% | +3.4% | +82.3% | +72.3% |
| 3Y | +311.9% | +34.8% | +277.1% | +212.3% |
| 5Y | +963.2% | +18.4% | +944.9% | +739.2% |
| 10Y | +977.6% | +149.2% | +828.5% | +344.2% |
| All | +603.8% | +102.5% | +501.3% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling