+54.9%
JNJ vs ATI
+163.6%
-108.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.3% |
| 7D | -4.3% | -2.7% | -1.6% | -4.4% |
| 30D | +3.0% | -13.5% | +16.5% | +2.8% |
| 3M | +12.2% | +8.5% | +3.7% | +12.0% |
| 6M | +10.5% | +25.2% | -14.7% | +9.5% |
| YTD | +30.8% | +73.4% | -42.6% | +31.0% |
| 1Y | +54.9% | +160.5% | -105.6% | +59.4% |
| All | +54.9% | +163.6% | -108.7% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling