+1,049.0%
ATI vs JAAA
+26.8%
+1,022.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.9% |
| 30D | -13.5% | +0.4% | -13.9% | -14.5% |
| 3M | +8.5% | +1.2% | +7.3% | +5.2% |
| 6M | +25.2% | +2.7% | +22.5% | +17.1% |
| YTD | +73.4% | +3.2% | +70.2% | +60.3% |
| 1Y | +160.5% | +4.8% | +155.7% | +132.2% |
| 3Y | +347.3% | +19.0% | +328.3% | +262.2% |
| 5Y | +1,049.0% | +26.8% | +1,022.2% | +800.0% |
| All | +1,049.0% | +26.8% | +1,022.2% | +800.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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