+2,103.2%
ATI vs JAAA
+29.3%
+2,073.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.2% | +0.1% | +3.1% | +2.9% |
| 30D | -9.0% | +0.5% | -9.5% | -10.0% |
| 3M | +15.1% | +1.2% | +13.9% | +11.8% |
| 6M | +38.1% | +2.8% | +35.3% | +29.3% |
| YTD | +80.7% | +3.2% | +77.5% | +67.9% |
| 1Y | +167.5% | +4.8% | +162.7% | +140.3% |
| 3Y | +366.0% | +19.0% | +347.0% | +281.3% |
| 5Y | +1,088.8% | +26.8% | +1,061.9% | +824.6% |
| All | +2,103.2% | +29.3% | +2,073.9% | +1,332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling