+808.9%
NKE vs ATI
+1,097.9%
-289.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -0.1% | +3.2% | -3.2% | -0.6% |
| 30D | -7.7% | -9.0% | +1.3% | -6.2% |
| 3M | -10.9% | +15.1% | -26.0% | -13.7% |
| 6M | -31.9% | +38.1% | -70.0% | -36.6% |
| YTD | -38.6% | +80.7% | -119.3% | -45.7% |
| 1Y | -46.9% | +167.5% | -214.4% | -56.6% |
| 3Y | -58.2% | +366.0% | -424.2% | -70.0% |
| 5Y | -74.0% | +1,088.8% | -1,162.8% | -84.6% |
| 10Y | -21.6% | +1,055.0% | -1,076.5% | -58.7% |
| All | +808.9% | +1,097.9% | -289.0% | +294.5% |
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