+136.7%
NTAP vs ATI
+1,101.9%
-965.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +3.3% | +3.2% | +0.1% | +2.4% |
| 30D | -0.2% | -9.0% | +8.8% | +2.1% |
| 3M | +11.4% | +15.1% | -3.7% | +7.0% |
| 6M | +88.7% | +38.1% | +50.5% | +72.1% |
| YTD | +78.9% | +80.7% | -1.7% | +51.7% |
| 1Y | +58.8% | +167.5% | -108.7% | +20.8% |
| 3Y | +153.5% | +366.0% | -212.5% | +60.2% |
| 5Y | +136.7% | +1,088.8% | -952.0% | +19.1% |
| All | +136.7% | +1,101.9% | -965.1% | +19.1% |
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