-61.3%
JD vs ATI
+1,074.8%
-1,136.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -13.2% | +2.7% | -15.9% | -13.8% |
| 3M | -3.2% | +16.3% | -19.5% | -6.8% |
| 6M | +15.2% | +30.2% | -14.9% | +7.6% |
| YTD | +2.0% | +83.6% | -81.6% | -12.0% |
| 1Y | -5.4% | +173.0% | -178.4% | -25.7% |
| 3Y | -9.1% | +356.6% | -365.8% | -40.3% |
| All | -61.3% | +1,074.8% | -1,136.1% | -78.5% |
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 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