+68.1%
NTAP vs ATI
+86.4%
-18.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -16.1% | +8.3% | -24.4% | -17.4% |
| 30D | -15.9% | -7.3% | -8.7% | -14.7% |
| 3M | -1.2% | -10.5% | +9.3% | +1.0% |
| 6M | +70.1% | +16.4% | +53.7% | +66.5% |
| YTD | +77.9% | +56.1% | +21.9% | +54.4% |
| 1Y | +68.1% | +86.5% | -18.4% | +32.7% |
| All | +68.1% | +86.4% | -18.3% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling