+3,672.0%
NEE vs ATI
+957.9%
+2,714.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.2% |
| 7D | -2.1% | +4.2% | -6.3% | -2.6% |
| 30D | +8.6% | -2.5% | +11.1% | +8.6% |
| 3M | -0.3% | -19.4% | +19.1% | +1.8% |
| 6M | -8.9% | +11.1% | -20.0% | -10.7% |
| YTD | +8.3% | +59.5% | -51.2% | +1.5% |
| 1Y | +4.3% | +85.8% | -81.5% | -4.0% |
| 3Y | +70.7% | +311.9% | -241.2% | +39.9% |
| 5Y | +12.8% | +963.2% | -950.4% | -18.4% |
| 10Y | +287.2% | +977.6% | -690.4% | +153.8% |
| All | +3,672.0% | +957.9% | +2,714.1% | +1,861.6% |
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