+147.0%
NOK vs ATI
+318.7%
-171.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.3% |
| 7D | +5.4% | +4.2% | +1.2% | +4.0% |
| 30D | -14.1% | -2.5% | -11.6% | -13.3% |
| 3M | -23.6% | -19.4% | -4.2% | -18.6% |
| 6M | -45.1% | +11.1% | -56.2% | -46.0% |
| YTD | +24.7% | +59.5% | -34.8% | +13.9% |
| 1Y | +19.0% | +85.8% | -66.7% | +5.6% |
| 3Y | +147.0% | +311.9% | -164.9% | +92.1% |
| All | +147.0% | +318.7% | -171.7% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling