+105.5%
NOK vs ATI
+1,064.3%
-958.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +9.3% | +2.4% | +6.9% | +8.7% |
| 30D | +17.9% | -9.5% | +27.3% | +20.8% |
| 3M | -22.3% | +10.4% | -32.7% | -24.2% |
| 6M | +36.4% | +31.8% | +4.6% | +27.3% |
| YTD | +66.3% | +80.0% | -13.7% | +45.0% |
| 1Y | +134.4% | +175.8% | -41.4% | +87.4% |
| 3Y | +186.6% | +364.2% | -177.7% | +97.1% |
| All | +105.5% | +1,064.3% | -958.8% | +17.4% |
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