+1,148.2%
JBL vs ATI
+961.4%
+186.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -0.8% |
| 7D | +6.3% | +4.2% | +2.2% | +4.8% |
| 30D | -13.5% | -2.5% | -11.0% | -12.9% |
| 3M | -31.3% | -19.4% | -11.9% | -25.9% |
| 6M | -28.4% | +11.1% | -39.5% | -31.2% |
| YTD | +11.6% | +59.5% | -48.0% | -5.6% |
| 1Y | +26.1% | +85.8% | -59.6% | +1.2% |
| 3Y | +97.4% | +311.9% | -214.5% | +15.2% |
| 5Y | +301.0% | +963.2% | -662.2% | +62.7% |
| All | +1,148.2% | +961.4% | +186.8% | +346.2% |
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