-24.0%
NKE vs ATI
+1,154.1%
-1,178.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -5.6% | +1.5% | -3.1% |
| 30D | -8.2% | -13.7% | +5.5% | -5.6% |
| 3M | -19.1% | -0.4% | -18.7% | -19.6% |
| 6M | -32.6% | +26.2% | -58.9% | -36.5% |
| YTD | -40.7% | +73.2% | -113.9% | -47.8% |
| 1Y | -48.9% | +161.6% | -210.5% | -58.8% |
| 3Y | -59.2% | +346.2% | -405.4% | -71.5% |
| 5Y | -75.3% | +1,047.6% | -1,123.0% | -86.0% |
| All | -24.0% | +1,154.1% | -1,178.1% | -61.0% |
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