+295.3%
NSC vs ATI
+1,059.6%
-764.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.9% | -3.5% |
| 7D | -6.2% | +6.2% | -12.4% | -7.6% |
| 30D | +2.6% | -7.1% | +9.7% | +3.9% |
| 3M | -5.8% | -21.3% | +15.5% | -1.1% |
| 6M | +2.1% | +6.5% | -4.4% | -1.1% |
| YTD | +12.7% | +53.2% | -40.5% | -0.9% |
| 1Y | +15.9% | +82.7% | -66.8% | -2.6% |
| 3Y | +74.0% | +314.3% | -240.3% | +12.9% |
| 5Y | +25.2% | +890.9% | -865.7% | -38.2% |
| All | +295.3% | +1,059.6% | -764.3% | +69.7% |
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