+1,025.5%
ATI vs NYT
+38.8%
+986.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -5.6% | -0.6% | -5.0% | -5.5% |
| 30D | -13.7% | +4.6% | -18.3% | -14.6% |
| 3M | -0.4% | -9.6% | +9.2% | +1.1% |
| 6M | +26.2% | -14.0% | +40.2% | +29.5% |
| YTD | +73.2% | -2.8% | +76.0% | +71.5% |
| 1Y | +161.6% | +15.6% | +146.0% | +146.7% |
| 3Y | +346.2% | +56.3% | +289.9% | +276.7% |
| All | +1,025.5% | +38.8% | +986.7% | +765.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling