+2,279.7%
JHX vs ATI
+1,880.7%
+399.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +1.6% | +2.4% | -0.8% | +1.0% |
| 30D | -5.0% | -9.5% | +4.5% | -2.7% |
| 3M | +24.5% | +10.4% | +14.1% | +21.1% |
| 6M | +34.9% | +31.8% | +3.1% | +25.9% |
| YTD | +39.3% | +80.0% | -40.7% | +20.5% |
| 1Y | +48.6% | +175.8% | -127.3% | +15.5% |
| 3Y | -2.0% | +364.2% | -366.3% | -34.7% |
| 5Y | -24.4% | +1,076.9% | -1,101.3% | -60.6% |
| 10Y | +109.4% | +1,178.1% | -1,068.7% | -7.0% |
| All | +2,279.7% | +1,880.7% | +399.0% | +955.8% |
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