-4.0%
JD vs ATI
+77.9%
-82.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.3% |
| 7D | +13.4% | +6.2% | +7.2% | +12.8% |
| 30D | +7.7% | -7.1% | +14.8% | +8.0% |
| 3M | -11.3% | -21.3% | +10.0% | -10.0% |
| 6M | -5.1% | +6.5% | -11.6% | -7.0% |
| YTD | +5.0% | +53.2% | -48.1% | -2.5% |
| All | -4.0% | +77.9% | -82.0% | -12.5% |
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