-12.7%
JD vs ATI
+166.0%
-178.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -0.8% | +3.2% | -4.0% | -1.1% |
| 30D | -16.0% | -9.0% | -7.0% | -15.4% |
| 3M | -3.2% | +15.1% | -18.3% | -5.0% |
| 6M | +6.1% | +38.1% | -32.1% | +1.0% |
| YTD | -0.1% | +80.7% | -80.8% | -8.8% |
| 1Y | -12.7% | +167.5% | -180.2% | -22.6% |
| All | -12.7% | +166.0% | -178.8% | -22.6% |
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 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