+68.9%
NI vs ATI
+358.3%
-289.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.3% | +2.4% | -1.1% | +1.1% |
| 30D | -0.3% | -9.5% | +9.2% | +0.4% |
| 3M | -9.5% | +10.4% | -19.8% | -10.3% |
| 6M | -10.2% | +31.8% | -42.1% | -12.5% |
| YTD | +1.8% | +80.0% | -78.2% | -3.2% |
| 1Y | +5.7% | +175.8% | -170.2% | -3.0% |
| All | +68.9% | +358.3% | -289.3% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling