+733.5%
NEM vs ATI
+1,117.2%
-383.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.3% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +23.1% | +2.7% | +20.4% | +22.3% |
| 3M | +18.5% | +16.3% | +2.2% | +15.2% |
| 6M | +7.8% | +30.2% | -22.4% | +2.7% |
| YTD | +29.1% | +83.6% | -54.4% | +16.0% |
| 1Y | +72.7% | +173.0% | -100.3% | +44.5% |
| 3Y | +248.7% | +356.6% | -107.9% | +159.7% |
| 5Y | +148.7% | +1,074.2% | -925.5% | +53.2% |
| 10Y | +304.8% | +1,136.2% | -831.4% | +112.3% |
| All | +733.5% | +1,117.2% | -383.7% | +269.2% |
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