-27.2%
NOW vs ATI
+994.1%
-1,021.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | -1.7% | +13.0% | -14.6% | -3.5% |
| 30D | -27.4% | +0.2% | -27.6% | -27.6% |
| 3M | -19.4% | -17.5% | -2.0% | -17.2% |
| 6M | +13.1% | +18.1% | -5.0% | +7.1% |
| YTD | -34.3% | +65.7% | -100.0% | -43.9% |
| 1Y | -41.8% | +91.9% | -133.7% | -52.3% |
| 3Y | -20.7% | +335.2% | -356.0% | -50.1% |
| 5Y | -27.2% | +1,004.3% | -1,031.5% | -59.8% |
| All | -27.2% | +994.1% | -1,021.3% | -59.8% |
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