+145.1%
NUE vs ATI
+1,021.8%
-876.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.7% | +0.4% |
| 7D | -2.7% | -2.7% | 0.0% | -1.7% |
| 30D | -6.1% | -13.5% | +7.4% | -0.8% |
| 3M | +2.2% | +8.5% | -6.3% | -1.7% |
| 6M | +50.8% | +25.2% | +25.6% | +36.0% |
| YTD | +57.5% | +73.4% | -15.9% | +24.3% |
| 1Y | +82.5% | +160.5% | -78.0% | +21.8% |
| 3Y | +61.7% | +347.3% | -285.6% | -19.7% |
| 5Y | +145.1% | +1,049.0% | -903.8% | -9.2% |
| All | +145.1% | +1,021.8% | -876.6% | -9.2% |
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