-18.6%
NRG vs ATI
+176.2%
-194.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.0% | +3.4% | +5.1% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | -1.4% | +2.7% | -4.1% | -3.1% |
| 3M | -10.5% | +16.3% | -26.8% | -17.5% |
| 6M | -26.7% | +30.2% | -56.9% | -36.8% |
| YTD | -24.5% | +83.6% | -108.1% | -44.2% |
| 1Y | -18.6% | +173.0% | -191.6% | -45.6% |
| All | -18.6% | +176.2% | -194.8% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling