+36.1%
JCI vs ATI
+176.2%
-140.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.9% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -5.7% | +2.7% | -8.4% | -6.7% |
| 3M | -1.4% | +16.3% | -17.7% | -6.8% |
| 6M | +4.1% | +30.2% | -26.0% | -6.5% |
| YTD | +21.7% | +83.6% | -61.8% | +1.6% |
| 1Y | +36.1% | +173.0% | -136.9% | +5.9% |
| All | +36.1% | +176.2% | -140.1% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling