+1,747.1%
NXPI vs ATI
+409.9%
+1,337.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.3% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.4% | +2.7% | -4.1% | -2.5% |
| 3M | -29.1% | +16.3% | -45.4% | -32.7% |
| 6M | +6.2% | +30.2% | -24.0% | -3.6% |
| YTD | +5.9% | +83.6% | -77.7% | -14.6% |
| 1Y | +2.9% | +173.0% | -170.1% | -27.8% |
| 3Y | +14.5% | +356.6% | -342.2% | -34.5% |
| 5Y | +17.1% | +1,074.2% | -1,057.1% | -52.4% |
| 10Y | +193.4% | +1,136.2% | -942.9% | -5.1% |
| All | +1,747.1% | +409.9% | +1,337.2% | +686.2% |
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 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