-55.6%
NVTS vs ATI
+959.5%
-1,015.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.7% | -2.7% | -4.2% |
| 7D | +3.9% | +4.2% | -0.2% | +1.8% |
| 30D | -4.3% | -2.5% | -1.8% | -2.5% |
| 3M | -34.5% | -19.4% | -15.1% | -25.6% |
| 6M | -57.7% | +11.1% | -68.8% | -59.2% |
| YTD | +25.4% | +59.5% | -34.2% | -0.6% |
| 1Y | +13.1% | +85.8% | -72.6% | -17.0% |
| 3Y | +48.9% | +311.9% | -263.0% | -31.3% |
| All | -55.6% | +959.5% | -1,015.2% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling