+65.6%
NEM vs ATI
+173.6%
-108.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +3.1% | +2.4% | +0.6% | +2.0% |
| 30D | +10.0% | -9.5% | +19.5% | +14.6% |
| 3M | +30.9% | +10.4% | +20.5% | +23.9% |
| 6M | +10.5% | +31.8% | -21.3% | -4.0% |
| YTD | +29.7% | +80.0% | -50.2% | +2.9% |
| All | +65.6% | +173.6% | -108.0% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling