+170.4%
NXT vs ATI
+423.3%
-252.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -0.2% | +2.4% | -2.6% | -1.0% |
| 30D | -20.0% | -9.5% | -10.5% | -17.2% |
| 3M | -30.9% | +10.4% | -41.3% | -33.1% |
| 6M | -23.8% | +31.8% | -55.6% | -30.5% |
| YTD | -5.4% | +80.0% | -85.4% | -21.2% |
| 1Y | +28.0% | +175.8% | -147.8% | -5.2% |
| 3Y | +93.3% | +364.2% | -270.9% | +17.8% |
| All | +170.4% | +423.3% | -252.9% | +55.1% |
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 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