+19.6%
JCI vs ATI
+91.4%
-71.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +1.3% |
| 7D | +2.9% | +4.7% | -1.8% | +0.9% |
| 30D | -6.9% | -0.2% | -6.7% | -7.1% |
| 3M | -6.3% | -18.5% | +12.2% | +1.3% |
| 6M | +2.6% | +16.4% | -13.8% | -4.8% |
| YTD | +21.8% | +63.4% | -41.6% | -0.6% |
| 1Y | +19.6% | +91.5% | -71.9% | -6.9% |
| All | +19.6% | +91.4% | -71.8% | -6.9% |
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