+112.5%
NET vs ATI
+1,074.8%
-962.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -3.0% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | -4.8% | +2.7% | -7.5% | -6.1% |
| 3M | +3.8% | +16.3% | -12.5% | -2.9% |
| 6M | +50.0% | +30.2% | +19.9% | +33.1% |
| YTD | +41.5% | +83.6% | -42.1% | +9.2% |
| 1Y | +32.8% | +173.0% | -140.2% | -13.3% |
| 3Y | +335.9% | +356.6% | -20.8% | +113.1% |
| All | +112.5% | +1,074.8% | -962.4% | -15.5% |
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 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