-48.9%
NKE vs ATI
+159.9%
-208.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -5.6% | +1.5% | -3.9% |
| 30D | -8.2% | -13.7% | +5.5% | -7.6% |
| 3M | -19.1% | -0.4% | -18.7% | -19.3% |
| 6M | -32.6% | +26.2% | -58.9% | -34.9% |
| YTD | -40.7% | +73.2% | -113.9% | -44.3% |
| 1Y | -48.9% | +161.6% | -210.5% | -55.8% |
| All | -48.9% | +159.9% | -208.8% | -55.8% |
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