+180.5%
NXT vs ATI
+425.3%
-244.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | +2.9% | +3.2% | -0.3% | +1.8% |
| 30D | -17.2% | -9.0% | -8.2% | -14.6% |
| 3M | -32.0% | +15.1% | -47.1% | -35.1% |
| 6M | -15.8% | +38.1% | -53.9% | -24.2% |
| YTD | -1.9% | +80.7% | -82.6% | -18.4% |
| 1Y | +22.5% | +167.5% | -145.0% | -8.6% |
| 3Y | +100.5% | +366.0% | -265.5% | +22.1% |
| All | +180.5% | +425.3% | -244.7% | +60.7% |
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