-19.5%
NOW vs ATI
+328.8%
-348.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.5% | +2.9% |
| 7D | -5.6% | +4.7% | -10.3% | -5.9% |
| 30D | -26.8% | -0.2% | -26.5% | -26.7% |
| 3M | -19.4% | -18.5% | -0.9% | -17.5% |
| 6M | +12.3% | +16.4% | -4.0% | +7.9% |
| YTD | -32.9% | +63.4% | -96.3% | -41.8% |
| 1Y | -40.3% | +91.5% | -131.8% | -50.6% |
| All | -19.5% | +328.8% | -348.4% | -45.6% |
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