+1,114.1%
JBL vs ATI
+1,117.2%
-3.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.5% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -8.3% | +2.7% | -11.0% | -9.2% |
| 3M | -16.9% | +16.3% | -33.2% | -21.1% |
| 6M | +21.8% | +30.2% | -8.4% | +11.1% |
| YTD | +36.3% | +83.6% | -47.3% | +10.3% |
| 1Y | +49.5% | +173.0% | -123.5% | +5.0% |
| 3Y | +170.6% | +356.6% | -186.0% | +52.8% |
| 5Y | +408.4% | +1,074.2% | -665.8% | +98.0% |
| 10Y | +1,450.4% | +1,136.2% | +314.2% | +389.9% |
| All | +1,114.1% | +1,117.2% | -3.0% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling