+585.7%
JPM vs ATI
+1,155.5%
-569.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | +0.7% |
| 7D | -2.3% | -2.7% | +0.4% | -1.7% |
| 30D | -2.3% | -13.5% | +11.2% | +1.4% |
| 3M | +14.9% | +8.5% | +6.4% | +11.7% |
| 6M | +23.6% | +25.2% | -1.5% | +14.9% |
| YTD | +11.3% | +73.4% | -62.1% | -5.8% |
| 1Y | +19.9% | +160.5% | -140.6% | -9.7% |
| 3Y | +162.6% | +347.3% | -184.7% | +62.7% |
| 5Y | +154.6% | +1,049.0% | -894.3% | +15.4% |
| All | +585.7% | +1,155.5% | -569.8% | +166.8% |
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 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