+2,622.7%
NVDL vs ATI
+573.4%
+2,049.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -0.8% | +2.4% | -3.2% | -2.4% |
| 30D | +3.4% | -9.5% | +12.9% | +10.7% |
| 3M | +8.1% | +10.4% | -2.3% | +0.9% |
| 6M | +31.9% | +31.8% | +0.1% | +8.1% |
| YTD | +21.1% | +80.0% | -58.9% | -20.4% |
| 1Y | +34.0% | +175.8% | -141.8% | -35.1% |
| 3Y | +677.9% | +364.2% | +313.7% | +177.5% |
| All | +2,622.7% | +573.4% | +2,049.3% | +751.4% |
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