+893.9%
JBL vs ATI
+957.9%
-64.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -0.9% |
| 7D | +6.3% | +4.2% | +2.2% | +4.9% |
| 30D | -13.5% | -2.5% | -11.0% | -12.9% |
| 3M | -31.3% | -19.4% | -11.9% | -26.1% |
| 6M | -28.4% | +11.1% | -39.5% | -31.2% |
| YTD | +11.6% | +59.5% | -48.0% | -5.4% |
| 1Y | +26.1% | +85.8% | -59.6% | +1.4% |
| 3Y | +97.4% | +311.9% | -214.5% | +15.5% |
| 5Y | +301.0% | +963.2% | -662.2% | +62.4% |
| 10Y | +1,151.1% | +977.6% | +173.5% | +319.7% |
| All | +893.9% | +957.9% | -64.0% | +104.7% |
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