+1,623.1%
NI vs ATI
+1,097.9%
+525.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | +2.3% | +3.2% | -0.9% | +1.9% |
| 30D | -1.7% | -9.0% | +7.3% | -0.5% |
| 3M | -8.0% | +15.1% | -23.1% | -10.1% |
| 6M | -8.6% | +38.1% | -46.8% | -13.2% |
| YTD | +2.3% | +80.7% | -78.3% | -6.3% |
| 1Y | +6.9% | +167.5% | -160.6% | -7.5% |
| 3Y | +70.6% | +366.0% | -295.4% | +33.3% |
| 5Y | +96.4% | +1,088.8% | -992.4% | +32.0% |
| 10Y | +136.1% | +1,055.0% | -918.8% | +43.2% |
| All | +1,623.1% | +1,097.9% | +525.2% | +646.3% |
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