+709.7%
ATI vs NWSA
+127.4%
+582.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +4.2% |
| 7D | -0.1% | -1.9% | +1.8% | +1.2% |
| 30D | +2.7% | +4.6% | -1.9% | -0.6% |
| 3M | +16.3% | +13.2% | +3.1% | +5.1% |
| 6M | +30.2% | +27.0% | +3.2% | +8.2% |
| YTD | +83.6% | +16.8% | +66.7% | +59.6% |
| 1Y | +173.0% | +4.5% | +168.5% | +154.5% |
| 3Y | +356.6% | +46.2% | +310.4% | +232.5% |
| 5Y | +1,074.2% | +40.9% | +1,033.3% | +730.5% |
| 10Y | +1,136.2% | +145.1% | +991.1% | +431.2% |
| All | +709.7% | +127.4% | +582.3% | +261.4% |
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