+300.2%
NEM vs ATI
+1,155.5%
-855.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.6% |
| 7D | -3.3% | -2.7% | -0.6% | -3.0% |
| 30D | +7.8% | -13.5% | +21.4% | +9.6% |
| 3M | +36.3% | +8.5% | +27.7% | +34.8% |
| 6M | +6.6% | +25.2% | -18.6% | +3.7% |
| YTD | +27.1% | +73.4% | -46.3% | +19.8% |
| 1Y | +62.3% | +160.5% | -98.2% | +46.9% |
| 3Y | +245.1% | +347.3% | -102.2% | +192.3% |
| 5Y | +154.0% | +1,049.0% | -895.0% | +98.0% |
| All | +300.2% | +1,155.5% | -855.3% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling