-57.1%
JD vs ATI
+871.8%
-928.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +0.7% |
| 7D | +13.4% | +6.2% | +7.2% | +11.8% |
| 30D | +7.7% | -7.1% | +14.8% | +9.0% |
| 3M | -11.3% | -21.3% | +10.0% | -7.3% |
| 6M | -5.1% | +6.5% | -11.6% | -7.9% |
| YTD | +5.0% | +53.2% | -48.1% | -6.9% |
| 1Y | -5.6% | +82.7% | -88.4% | -19.9% |
| 3Y | +17.8% | +314.3% | -296.5% | -23.7% |
| All | -57.1% | +871.8% | -928.9% | -75.8% |
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