+244.4%
NXT vs ATI
+345.4%
-101.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +3.8% |
| 7D | +32.2% | +6.2% | +26.1% | +29.9% |
| 30D | +21.9% | -7.1% | +29.0% | +24.9% |
| 3M | +6.6% | -21.3% | +27.9% | +15.2% |
| 6M | -16.8% | +6.5% | -23.3% | -18.6% |
| YTD | +20.4% | +53.2% | -32.8% | +5.5% |
| 1Y | -1.5% | +82.7% | -84.2% | -17.7% |
| 3Y | +182.4% | +314.3% | -131.9% | +79.0% |
| All | +244.4% | +345.4% | -101.0% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling