-27.2%
JHX vs ATI
+1,029.4%
-1,056.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.3% | -5.6% | -0.7% | -4.5% |
| 30D | -7.7% | -13.7% | +6.0% | -3.3% |
| 3M | +19.2% | -0.4% | +19.5% | +18.6% |
| 6M | +38.3% | +26.2% | +12.0% | +27.3% |
| YTD | +37.2% | +73.2% | -36.0% | +14.8% |
| 1Y | +42.3% | +161.6% | -119.3% | +4.8% |
| 3Y | -4.4% | +346.2% | -350.6% | -43.2% |
| All | -27.2% | +1,029.4% | -1,056.6% | -65.7% |
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