+1,065.2%
NRG vs ATI
+1,154.1%
-88.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.7% | -5.6% | +1.0% | -3.3% |
| 30D | -6.0% | -13.7% | +7.8% | -2.5% |
| 3M | -8.0% | -0.4% | -7.6% | -8.2% |
| 6M | -23.2% | +26.2% | -49.4% | -28.0% |
| YTD | -28.1% | +73.2% | -101.3% | -37.5% |
| 1Y | -27.3% | +161.6% | -188.9% | -42.9% |
| 3Y | +208.7% | +346.2% | -137.5% | +109.8% |
| 5Y | +197.7% | +1,047.6% | -850.0% | +60.8% |
| All | +1,065.2% | +1,154.1% | -88.9% | +412.1% |
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 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