+34.3%
NSC vs ATI
+994.1%
-959.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +1.6% | +13.0% | -11.3% | -0.5% |
| 30D | +4.2% | +0.2% | +4.0% | +3.8% |
| 3M | -0.2% | -17.5% | +17.2% | +2.7% |
| 6M | +7.6% | +18.1% | -10.6% | +3.0% |
| YTD | +17.4% | +65.7% | -48.3% | +4.6% |
| 1Y | +18.3% | +91.9% | -73.6% | +2.3% |
| 3Y | +79.8% | +335.2% | -255.4% | +25.0% |
| 5Y | +34.3% | +1,004.3% | -970.0% | -25.7% |
| All | +34.3% | +994.1% | -959.8% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling