-9.1%
NVTS vs ATI
+1,120.9%
-1,130.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -5.6% | +4.2% | +1.8% |
| 30D | -16.5% | -13.7% | -2.8% | -9.4% |
| 3M | -47.6% | -0.4% | -47.3% | -47.0% |
| 6M | +7.3% | +26.2% | -18.9% | -4.3% |
| YTD | +62.9% | +73.2% | -10.3% | +23.9% |
| 1Y | +91.3% | +161.6% | -70.3% | +17.1% |
| 3Y | +43.4% | +346.2% | -302.8% | -35.1% |
| All | -9.1% | +1,120.9% | -1,130.1% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling