+1,516.1%
NRG vs ATI
+2,638.2%
-1,122.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +3.9% | +2.4% | +1.4% | +3.2% |
| 30D | -3.0% | -9.5% | +6.5% | -0.4% |
| 3M | -10.9% | +10.4% | -21.3% | -13.6% |
| 6M | -25.3% | +31.8% | -57.1% | -31.1% |
| YTD | -26.8% | +80.0% | -106.8% | -37.8% |
| 1Y | -23.3% | +175.8% | -199.1% | -41.9% |
| 3Y | +208.6% | +364.2% | -155.6% | +98.6% |
| 5Y | +194.1% | +1,076.9% | -882.7% | +43.3% |
| 10Y | +1,123.6% | +1,178.1% | -54.5% | +383.5% |
| All | +1,516.1% | +2,638.2% | -1,122.1% | +436.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling