+6.8%
NOW vs ATI
+1,074.8%
-1,068.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -3.5% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +20.5% | +2.7% | +17.8% | +19.6% |
| 3M | +18.3% | +16.3% | +2.0% | +13.7% |
| 6M | +24.1% | +30.2% | -6.1% | +15.2% |
| YTD | -7.8% | +83.6% | -91.3% | -22.0% |
| 1Y | -21.4% | +173.0% | -194.4% | -40.6% |
| 3Y | +19.5% | +356.6% | -337.1% | -23.8% |
| All | +6.8% | +1,074.8% | -1,068.0% | -42.1% |
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 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