+54.3%
JD vs ATI
+447.6%
-393.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.4% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -13.2% | +2.7% | -15.9% | -13.7% |
| 3M | -3.2% | +16.3% | -19.5% | -6.1% |
| 6M | +15.2% | +30.2% | -14.9% | +9.1% |
| YTD | +2.0% | +83.6% | -81.6% | -9.1% |
| 1Y | -5.4% | +173.0% | -178.4% | -21.5% |
| 3Y | -9.1% | +356.6% | -365.8% | -32.9% |
| 5Y | -59.6% | +1,074.2% | -1,133.8% | -74.8% |
| 10Y | +26.2% | +1,136.2% | -1,110.0% | -27.9% |
| All | +54.3% | +447.6% | -393.3% | +7.5% |
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 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