+1,447.0%
JBL vs ATI
+1,155.5%
+291.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -1.4% |
| 7D | -1.0% | -2.7% | +1.7% | -0.1% |
| 30D | -15.1% | -13.5% | -1.6% | -10.5% |
| 3M | -14.0% | +8.5% | -22.6% | -16.4% |
| 6M | +20.6% | +25.2% | -4.6% | +11.5% |
| YTD | +32.9% | +73.4% | -40.5% | +9.8% |
| 1Y | +40.5% | +160.5% | -120.0% | +0.8% |
| 3Y | +183.7% | +347.3% | -163.5% | +62.7% |
| 5Y | +388.3% | +1,049.0% | -660.6% | +95.9% |
| All | +1,447.0% | +1,155.5% | +291.5% | +435.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling