+127.6%
NOK vs ATI
+1,155.5%
-1,027.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | -0.6% |
| 7D | +8.7% | -2.7% | +11.4% | +9.3% |
| 30D | +12.5% | -13.5% | +26.0% | +15.8% |
| 3M | -20.7% | +8.5% | -29.3% | -22.0% |
| 6M | +36.2% | +25.2% | +11.0% | +30.1% |
| YTD | +64.1% | +73.4% | -9.3% | +47.6% |
| 1Y | +132.4% | +160.5% | -28.1% | +94.1% |
| 3Y | +182.9% | +347.3% | -164.4% | +108.0% |
| 5Y | +102.8% | +1,049.0% | -946.2% | +23.9% |
| All | +127.6% | +1,155.5% | -1,027.9% | +28.8% |
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 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