+636.2%
NEM vs ATI
+957.9%
-321.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +1.1% |
| 7D | -6.4% | +4.2% | -10.6% | -7.1% |
| 30D | +1.4% | -2.5% | +3.9% | +1.6% |
| 3M | -0.7% | -19.4% | +18.7% | +2.7% |
| 6M | -4.5% | +11.1% | -15.5% | -6.7% |
| YTD | +14.0% | +59.5% | -45.5% | +4.6% |
| 1Y | +27.3% | +85.8% | -58.5% | +13.8% |
| 3Y | +250.5% | +311.9% | -61.4% | +165.5% |
| 5Y | +121.1% | +963.2% | -842.2% | +38.7% |
| 10Y | +358.3% | +977.6% | -619.3% | +146.9% |
| All | +636.2% | +957.9% | -321.7% | +233.2% |
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