-75.5%
NKE vs ATI
+1,021.8%
-1,097.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.2% |
| 7D | -5.5% | -2.7% | -2.8% | -5.0% |
| 30D | -10.4% | -13.5% | +3.1% | -7.8% |
| 3M | -15.8% | +8.5% | -24.3% | -18.0% |
| 6M | -33.4% | +25.2% | -58.6% | -37.6% |
| YTD | -41.0% | +73.4% | -114.4% | -48.9% |
| 1Y | -49.1% | +160.5% | -209.6% | -60.3% |
| 3Y | -59.8% | +347.3% | -407.1% | -73.9% |
| 5Y | -75.5% | +1,049.0% | -1,124.4% | -87.0% |
| All | -75.5% | +1,021.8% | -1,097.2% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling