+309.6%
NSC vs ATI
+1,108.2%
-798.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.3% | -3.9% |
| 7D | -6.6% | +6.2% | -12.8% | -8.0% |
| 30D | +2.2% | -7.1% | +9.2% | +3.4% |
| 3M | -6.2% | -21.3% | +15.1% | -1.5% |
| 6M | +1.7% | +6.5% | -4.8% | -1.5% |
| YTD | +12.2% | +53.2% | -41.0% | -1.3% |
| 1Y | +15.4% | +82.7% | -67.3% | -3.0% |
| 3Y | +73.3% | +314.3% | -241.0% | +12.3% |
| 5Y | +24.7% | +890.9% | -866.2% | -38.5% |
| All | +309.6% | +1,108.2% | -798.6% | +71.7% |
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