+32.5%
JD vs ATI
+1,024.4%
-992.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | +5.2% | +1.3% | +3.9% | +4.8% |
| 30D | +4.5% | -4.8% | +9.3% | +5.0% |
| 3M | -15.4% | -19.9% | +4.5% | -12.6% |
| 6M | -6.0% | +15.4% | -21.4% | -9.3% |
| YTD | +2.2% | +59.2% | -57.1% | -7.3% |
| 1Y | -6.7% | +86.3% | -92.9% | -17.7% |
| 3Y | +20.5% | +318.2% | -297.7% | -10.6% |
| 5Y | -58.4% | +958.6% | -1,017.1% | -73.7% |
| 10Y | +32.5% | +996.8% | -964.3% | -12.6% |
| All | +32.5% | +1,024.4% | -992.0% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling