+1.7%
NSC vs ATI
+9.7%
-8.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.3% | -2.8% |
| 7D | -6.6% | +6.2% | -12.8% | -6.4% |
| 30D | +2.2% | -7.1% | +9.2% | +1.9% |
| 3M | -6.2% | -21.3% | +15.1% | -6.4% |
| 6M | +1.7% | +6.5% | -4.8% | +2.0% |
| All | +1.7% | +9.7% | -8.1% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling