+1,090.2%
ATI vs NYT
+489.9%
+600.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -5.6% | -0.6% | -5.0% | -5.4% |
| 30D | -13.7% | +4.6% | -18.3% | -15.2% |
| 3M | -0.4% | -9.6% | +9.2% | +2.0% |
| 6M | +26.2% | -14.0% | +40.2% | +31.4% |
| YTD | +73.2% | -2.8% | +76.0% | +70.8% |
| 1Y | +161.6% | +15.6% | +146.0% | +139.3% |
| 3Y | +346.2% | +56.3% | +289.9% | +247.1% |
| 5Y | +1,047.6% | +39.5% | +1,008.1% | +805.9% |
| All | +1,090.2% | +489.9% | +600.3% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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