-7.8%
NVTS vs ATI
+1,193.9%
-1,201.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +4.7% |
| 7D | +2.7% | -0.1% | +2.8% | +2.8% |
| 30D | -4.5% | +2.7% | -7.2% | -5.9% |
| 3M | -61.5% | +16.3% | -77.8% | -64.1% |
| 6M | +28.0% | +30.2% | -2.2% | +12.1% |
| YTD | +65.3% | +83.6% | -18.3% | +21.8% |
| 1Y | +113.0% | +173.0% | -60.0% | +27.1% |
| 3Y | +34.7% | +356.6% | -321.9% | -40.0% |
| All | -7.8% | +1,193.9% | -1,201.7% | -66.8% |
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 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