+193.4%
JNJ vs ATI
+1,155.5%
-962.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.1% |
| 7D | -4.3% | -2.7% | -1.6% | -4.2% |
| 30D | +3.0% | -13.5% | +16.5% | +3.9% |
| 3M | +12.2% | +8.5% | +3.7% | +11.4% |
| 6M | +10.5% | +25.2% | -14.7% | +8.5% |
| YTD | +30.8% | +73.4% | -42.6% | +25.8% |
| 1Y | +54.9% | +160.5% | -105.6% | +45.0% |
| 3Y | +80.7% | +347.3% | -266.6% | +60.4% |
| 5Y | +83.4% | +1,049.0% | -965.5% | +48.5% |
| All | +193.4% | +1,155.5% | -962.2% | +126.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling