+575.6%
NUE vs ATI
+1,154.1%
-578.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.6% | -5.6% | +5.0% | +1.5% |
| 30D | -4.6% | -13.7% | +9.2% | +0.7% |
| 3M | -0.3% | -0.4% | 0.0% | -0.9% |
| 6M | +51.9% | +26.2% | +25.7% | +37.3% |
| YTD | +60.0% | +73.2% | -13.2% | +28.0% |
| 1Y | +82.9% | +161.6% | -78.7% | +24.9% |
| 3Y | +66.0% | +346.2% | -280.2% | -12.0% |
| 5Y | +149.0% | +1,047.6% | -898.7% | -8.8% |
| All | +575.6% | +1,154.1% | -578.4% | +112.1% |
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 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