+28.0%
NU vs ATI
+1,126.3%
-1,098.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.7% | +15.5% | +12.8% |
| 7D | +9.9% | +4.2% | +5.7% | +8.4% |
| 30D | -11.5% | -2.5% | -8.9% | -11.5% |
| 3M | -5.1% | -19.4% | +14.3% | +0.5% |
| 6M | +3.1% | +11.1% | -8.0% | -2.1% |
| YTD | -21.0% | +59.5% | -80.6% | -33.6% |
| 1Y | -15.2% | +85.8% | -101.0% | -32.1% |
| 3Y | +56.4% | +311.9% | -255.5% | -8.6% |
| All | +28.0% | +1,126.3% | -1,098.3% | -56.1% |
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