+7.9%
NXT vs ATI
+81.3%
-73.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +3.6% |
| 7D | -9.4% | +4.2% | -13.6% | -11.7% |
| 30D | +15.1% | -2.5% | +17.6% | +16.1% |
| 3M | -9.1% | -19.4% | +10.3% | +2.5% |
| 6M | -30.3% | +11.1% | -41.4% | -35.6% |
| YTD | +9.1% | +59.5% | -50.4% | -28.3% |
| 1Y | +7.9% | +85.8% | -77.9% | -39.6% |
| All | +7.9% | +81.3% | -73.4% | -39.6% |
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