+177.4%
NXT vs ATI
+433.7%
-256.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.2% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -15.3% | +2.7% | -18.0% | -16.3% |
| 3M | -43.8% | +16.3% | -60.1% | -46.5% |
| 6M | -18.7% | +30.2% | -48.8% | -25.7% |
| YTD | -3.0% | +83.6% | -86.6% | -19.7% |
| 1Y | +22.7% | +173.0% | -150.3% | -9.0% |
| 3Y | +95.9% | +356.6% | -260.7% | +20.2% |
| All | +177.4% | +433.7% | -256.3% | +58.1% |
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 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