-10.8%
NVTS vs ATI
+86.4%
-97.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.5% |
| 7D | -0.3% | +8.3% | -8.7% | -7.0% |
| 30D | -24.4% | -7.3% | -17.1% | -19.6% |
| 3M | -26.5% | -10.5% | -16.0% | -19.9% |
| 6M | -41.4% | +16.4% | -57.8% | -45.9% |
| YTD | +30.7% | +56.1% | -25.4% | -18.7% |
| 1Y | -10.8% | +86.5% | -97.3% | -51.8% |
| All | -10.8% | +86.4% | -97.2% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling