+504.6%
NOW vs ATI
+1,119.3%
-614.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | 0.0% |
| 7D | -3.1% | +6.0% | -9.1% | -3.9% |
| 30D | -27.0% | -3.6% | -23.4% | -27.0% |
| 3M | -17.7% | -18.9% | +1.2% | -15.6% |
| 6M | +12.7% | +16.7% | -4.0% | +7.9% |
| YTD | -32.9% | +61.1% | -94.0% | -40.1% |
| 1Y | -40.4% | +89.3% | -129.7% | -48.4% |
| 3Y | -17.1% | +333.3% | -350.4% | -39.6% |
| 5Y | -25.7% | +954.5% | -980.2% | -53.4% |
| 10Y | +504.6% | +1,067.0% | -562.4% | +264.9% |
| All | +504.6% | +1,119.3% | -614.7% | +264.9% |
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