+3,597.1%
NEE vs ATI
+1,117.2%
+2,480.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.1% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -2.2% | +2.7% | -4.9% | -2.6% |
| 3M | -1.2% | +16.3% | -17.5% | -3.2% |
| 6M | -8.6% | +30.2% | -38.7% | -11.8% |
| YTD | +6.2% | +83.6% | -77.4% | -1.7% |
| 1Y | +21.1% | +173.0% | -151.9% | +6.8% |
| 3Y | +36.4% | +356.6% | -320.3% | +10.8% |
| 5Y | +11.4% | +1,074.2% | -1,062.8% | -20.2% |
| 10Y | +250.0% | +1,136.2% | -886.2% | +125.5% |
| All | +3,597.1% | +1,117.2% | +2,480.0% | +1,799.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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