+589.7%
NTAP vs ATI
+1,068.2%
-478.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +2.2% | +2.4% | -0.2% | +1.6% |
| 30D | -7.0% | -9.5% | +2.5% | -4.7% |
| 3M | +12.3% | +10.4% | +1.9% | +9.1% |
| 6M | +85.1% | +31.8% | +53.3% | +71.0% |
| YTD | +74.8% | +80.0% | -5.2% | +48.7% |
| 1Y | +52.7% | +175.8% | -123.2% | +15.9% |
| 3Y | +147.7% | +364.2% | -216.6% | +59.0% |
| 5Y | +124.8% | +1,076.9% | -952.1% | +10.5% |
| 10Y | +589.7% | +1,178.1% | -588.4% | +215.2% |
| All | +589.7% | +1,068.2% | -478.5% | +215.2% |
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