+4,076.6%
NUE vs ATI
+1,097.9%
+2,978.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.1% |
| 7D | +1.8% | +3.2% | -1.4% | +0.4% |
| 30D | -6.0% | -9.0% | +3.1% | -2.1% |
| 3M | +1.4% | +15.1% | -13.7% | -5.5% |
| 6M | +52.8% | +38.1% | +14.7% | +30.1% |
| YTD | +58.1% | +80.7% | -22.5% | +19.1% |
| 1Y | +80.4% | +167.5% | -87.1% | +13.7% |
| 3Y | +62.3% | +366.0% | -303.7% | -24.9% |
| 5Y | +146.2% | +1,088.8% | -942.6% | -27.7% |
| 10Y | +549.5% | +1,055.0% | -505.5% | +49.2% |
| All | +4,076.6% | +1,097.9% | +2,978.6% | +514.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling