+50.4%
IJH vs ATI
+341.0%
-290.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.9% | -5.6% | +3.8% | -0.5% |
| 30D | -4.6% | -13.7% | +9.1% | -1.2% |
| 3M | -1.2% | -0.4% | -0.8% | -1.6% |
| 6M | +9.4% | +26.2% | -16.8% | +2.0% |
| YTD | +13.3% | +73.2% | -59.9% | -2.6% |
| 1Y | +13.4% | +161.6% | -148.2% | -12.5% |
| 3Y | +50.4% | +346.2% | -295.7% | -0.9% |
| All | +50.4% | +341.0% | -290.6% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling