+670.9%
NEM vs ATI
+983.6%
-312.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.9% | -1.7% |
| 7D | +0.3% | +4.7% | -4.4% | -0.6% |
| 30D | +1.1% | -0.2% | +1.4% | +0.9% |
| 3M | +1.3% | -18.5% | +19.8% | +4.6% |
| 6M | -1.4% | +16.4% | -17.8% | -4.4% |
| YTD | +19.4% | +63.4% | -44.0% | +9.1% |
| 1Y | +32.9% | +91.5% | -58.6% | +18.3% |
| 3Y | +267.0% | +329.2% | -62.2% | +176.1% |
| 5Y | +131.0% | +966.7% | -835.7% | +44.9% |
| 10Y | +379.9% | +1,003.8% | -623.9% | +157.6% |
| All | +670.9% | +983.6% | -312.7% | +247.5% |
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