+82.5%
NUE vs ATI
+176.2%
-93.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.4% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | -5.0% | +2.7% | -7.7% | -5.7% |
| 3M | -0.2% | +16.3% | -16.5% | -5.1% |
| 6M | +49.1% | +30.2% | +19.0% | +36.1% |
| YTD | +61.0% | +83.6% | -22.6% | +27.8% |
| 1Y | +82.5% | +173.0% | -90.5% | +26.9% |
| All | +82.5% | +176.2% | -93.7% | +26.9% |
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