+4.4%
NI vs ATI
+163.6%
-159.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.5% |
| 7D | -0.6% | -2.7% | +2.1% | -0.5% |
| 30D | -1.4% | -13.5% | +12.1% | -0.9% |
| 3M | -10.6% | +8.5% | -19.1% | -10.9% |
| 6M | -9.9% | +25.2% | -35.1% | -11.0% |
| YTD | +1.2% | +73.4% | -72.2% | -0.2% |
| 1Y | +4.4% | +160.5% | -156.1% | +5.9% |
| All | +4.4% | +163.6% | -159.2% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling