+409.8%
JBL vs ATI
+1,086.3%
-676.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +4.0% | +2.4% | +1.6% | +3.0% |
| 30D | -7.5% | -9.5% | +2.0% | -3.7% |
| 3M | -14.1% | +10.4% | -24.4% | -17.2% |
| 6M | +25.9% | +31.8% | -5.9% | +13.2% |
| YTD | +36.7% | +80.0% | -43.3% | +10.0% |
| 1Y | +49.0% | +175.8% | -126.8% | +3.2% |
| 3Y | +191.8% | +364.2% | -172.5% | +61.5% |
| 5Y | +409.8% | +1,076.9% | -667.1% | +112.6% |
| All | +409.8% | +1,086.3% | -676.6% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling