-25.9%
JBL vs ATI
+18.9%
-44.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.5% |
| 7D | +10.0% | +13.0% | -3.0% | +2.1% |
| 30D | -18.2% | +0.2% | -18.4% | -17.9% |
| 3M | -29.0% | -17.5% | -11.5% | -17.8% |
| 6M | -25.9% | +18.1% | -44.0% | -35.0% |
| All | -25.9% | +18.9% | -44.8% | -35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling