+230.2%
NXT vs ATI
+375.1%
-144.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | -0.1% |
| 7D | -5.7% | +4.7% | -10.4% | -7.2% |
| 30D | +18.5% | -0.2% | +18.8% | +18.4% |
| 3M | -4.1% | -18.5% | +14.4% | +2.3% |
| 6M | -20.3% | +16.4% | -36.7% | -24.4% |
| YTD | +15.5% | +63.4% | -47.9% | -1.1% |
| 1Y | -5.0% | +91.5% | -96.5% | -22.0% |
| 3Y | +191.6% | +329.2% | -137.6% | +83.3% |
| All | +230.2% | +375.1% | -144.9% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling