-27.3%
NRG vs ATI
+159.9%
-187.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.7% | -5.6% | +1.0% | -2.2% |
| 30D | -6.0% | -13.7% | +7.8% | +0.2% |
| 3M | -8.0% | -0.4% | -7.6% | -8.7% |
| 6M | -23.2% | +26.2% | -49.4% | -33.1% |
| YTD | -28.1% | +73.2% | -101.3% | -45.9% |
| 1Y | -27.3% | +161.6% | -188.9% | -50.9% |
| All | -27.3% | +159.9% | -187.2% | -50.9% |
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