+891.9%
ATI vs JBHT
+8,379.5%
-7,487.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.6% | -2.4% | -4.0% |
| 7D | -3.8% | -1.4% | -2.4% | -3.0% |
| 30D | -13.5% | -3.1% | -10.5% | -12.2% |
| 3M | -17.9% | -19.5% | +1.6% | -9.1% |
| 6M | +8.4% | -9.6% | +17.9% | +11.1% |
| YTD | +46.7% | +13.3% | +33.4% | +32.2% |
| 1Y | +74.5% | +29.7% | +44.8% | +45.5% |
| 3Y | +303.7% | +28.3% | +275.4% | +220.8% |
| 5Y | +848.9% | +18.5% | +830.5% | +663.7% |
| 10Y | +1,089.7% | +198.1% | +891.6% | +475.5% |
| All | +891.9% | +8,379.5% | -7,487.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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