+115.0%
JCI vs ATI
+1,101.9%
-986.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +5.1% | +3.2% | +1.9% | +4.1% |
| 30D | -3.8% | -9.0% | +5.2% | -1.0% |
| 3M | +1.9% | +15.1% | -13.2% | -2.8% |
| 6M | +11.2% | +38.1% | -26.9% | -0.2% |
| YTD | +22.9% | +80.7% | -57.7% | +1.8% |
| 1Y | +37.4% | +167.5% | -130.1% | +0.6% |
| 3Y | +167.8% | +366.0% | -198.2% | +59.4% |
| 5Y | +115.0% | +1,088.8% | -973.7% | +6.2% |
| All | +115.0% | +1,101.9% | -986.8% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling