+5,713.6%
NVO vs ATI
+1,097.9%
+4,615.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.9% |
| 7D | +0.1% | +3.2% | -3.1% | -0.3% |
| 30D | -3.2% | -9.0% | +5.8% | -2.2% |
| 3M | +11.5% | +15.1% | -3.6% | +9.4% |
| 6M | +22.9% | +38.1% | -15.2% | +17.8% |
| YTD | -6.8% | +80.7% | -87.5% | -13.5% |
| 1Y | -12.6% | +167.5% | -180.2% | -22.6% |
| 3Y | -49.6% | +366.0% | -415.6% | -58.6% |
| 5Y | +0.6% | +1,088.8% | -1,088.2% | -27.1% |
| 10Y | +148.3% | +1,055.0% | -906.7% | +64.2% |
| All | +5,713.6% | +1,097.9% | +4,615.7% | +3,213.7% |
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