+55.0%
JD vs ATI
+380.6%
-325.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.2% | -7.7% | -3.4% |
| 7D | +7.9% | +6.0% | +1.9% | +6.7% |
| 30D | +4.8% | -3.6% | +8.4% | +5.1% |
| 3M | -13.9% | -18.9% | +4.9% | -11.3% |
| 6M | -5.8% | +16.7% | -22.5% | -9.2% |
| YTD | +2.4% | +61.1% | -58.7% | -7.1% |
| 1Y | -7.5% | +89.3% | -96.8% | -18.5% |
| 3Y | +20.9% | +333.3% | -312.4% | -10.4% |
| 5Y | -58.0% | +954.5% | -1,012.5% | -73.4% |
| 10Y | +28.9% | +1,067.0% | -1,038.1% | -25.5% |
| All | +55.0% | +380.6% | -325.6% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling