+344.1%
NEM vs ATI
+961.4%
-617.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +0.9% |
| 7D | -6.4% | +4.2% | -10.6% | -6.9% |
| 30D | +1.4% | -2.5% | +3.9% | +1.5% |
| 3M | -0.7% | -19.4% | +18.7% | +1.5% |
| 6M | -4.5% | +11.1% | -15.5% | -5.9% |
| YTD | +14.0% | +59.5% | -45.5% | +8.4% |
| 1Y | +27.3% | +85.8% | -58.5% | +19.2% |
| 3Y | +250.5% | +311.9% | -61.4% | +200.5% |
| 5Y | +121.1% | +963.2% | -842.2% | +75.0% |
| All | +344.1% | +961.4% | -617.3% | +245.1% |
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