+103.3%
NU vs ATI
+358.3%
-255.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -2.6% | +2.4% | -5.0% | -3.2% |
| 30D | +8.2% | -9.5% | +17.7% | +11.0% |
| 3M | +26.3% | +10.4% | +15.9% | +22.1% |
| 6M | +2.2% | +31.8% | -29.6% | -6.3% |
| YTD | -10.4% | +80.0% | -90.4% | -24.3% |
| 1Y | -3.0% | +175.8% | -178.8% | -26.9% |
| All | +103.3% | +358.3% | -255.0% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling