+2,643.9%
NSC vs ATI
+955.8%
+1,688.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | +3.6% | -4.8% | +8.4% | +4.4% |
| 3M | -1.4% | -19.9% | +18.5% | +3.6% |
| 6M | +6.0% | +15.4% | -9.4% | +0.2% |
| YTD | +15.5% | +59.2% | -43.7% | -0.7% |
| 1Y | +16.2% | +86.3% | -70.0% | -4.4% |
| 3Y | +76.9% | +318.2% | -241.3% | +10.9% |
| 5Y | +29.3% | +958.6% | -929.3% | -39.7% |
| 10Y | +298.3% | +996.8% | -698.5% | +56.0% |
| All | +2,643.9% | +955.8% | +1,688.1% | +656.4% |
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