+154.5%
NEM vs ATI
+1,090.8%
-936.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +3.9% | +3.2% | +0.7% | +3.2% |
| 30D | +12.7% | -9.0% | +21.7% | +14.8% |
| 3M | +28.7% | +15.1% | +13.6% | +24.8% |
| 6M | +9.8% | +38.1% | -28.4% | +2.9% |
| YTD | +28.1% | +80.7% | -52.6% | +15.1% |
| 1Y | +69.3% | +167.5% | -98.2% | +43.3% |
| 3Y | +247.7% | +366.0% | -118.3% | +162.4% |
| All | +154.5% | +1,090.8% | -936.3% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling