-62.4%
JD vs ATI
+959.5%
-1,021.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.3% |
| 7D | -4.1% | +4.2% | -8.3% | -5.0% |
| 30D | +4.6% | -2.5% | +7.1% | +4.7% |
| 3M | -4.7% | -19.4% | +14.7% | -1.0% |
| 6M | -17.4% | +11.1% | -28.4% | -20.5% |
| YTD | +0.7% | +59.5% | -58.8% | -11.6% |
| 1Y | -5.9% | +85.8% | -91.6% | -20.4% |
| 3Y | +18.9% | +311.9% | -293.0% | -22.4% |
| All | -62.4% | +959.5% | -1,021.9% | -79.2% |
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