-45.1%
NOK vs ATI
+1,117.2%
-1,162.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +1.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +4.7% | +2.7% | +2.0% | +3.8% |
| 3M | -39.7% | +16.3% | -56.0% | -41.9% |
| 6M | +23.1% | +30.2% | -7.1% | +14.6% |
| YTD | +55.0% | +83.6% | -28.5% | +32.2% |
| 1Y | +118.0% | +173.0% | -55.0% | +67.8% |
| 3Y | +170.5% | +356.6% | -186.2% | +74.5% |
| 5Y | +84.9% | +1,074.2% | -989.3% | -10.1% |
| 10Y | +112.0% | +1,136.2% | -1,024.2% | -17.0% |
| All | -45.1% | +1,117.2% | -1,162.2% | -84.7% |
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