+140.2%
NI vs ATI
+1,155.5%
-1,015.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.1% |
| 7D | -0.6% | -2.7% | +2.1% | -0.2% |
| 30D | -1.4% | -13.5% | +12.1% | +0.4% |
| 3M | -10.6% | +8.5% | -19.1% | -11.8% |
| 6M | -9.9% | +25.2% | -35.1% | -13.1% |
| YTD | +1.2% | +73.4% | -72.2% | -6.6% |
| 1Y | +4.4% | +160.5% | -156.1% | -8.9% |
| 3Y | +68.6% | +347.3% | -278.7% | +33.0% |
| 5Y | +98.0% | +1,049.0% | -951.0% | +33.9% |
| All | +140.2% | +1,155.5% | -1,015.3% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling