+6.9%
NXT vs ATI
+86.4%
-79.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.7% | +11.8% | +11.5% |
| 7D | +30.0% | +8.3% | +21.7% | +24.3% |
| 30D | +28.6% | -7.3% | +35.9% | +33.8% |
| 3M | +8.4% | -10.5% | +18.9% | +14.0% |
| 6M | -8.7% | +16.4% | -25.1% | -18.2% |
| YTD | +22.5% | +56.1% | -33.6% | -19.1% |
| 1Y | +6.9% | +86.5% | -79.6% | -41.8% |
| All | +6.9% | +86.4% | -79.5% | -41.8% |
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