+459.5%
JPM vs ATI
+1,002.4%
-542.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +1.6% | +13.0% | -11.3% | -1.7% |
| 30D | +3.4% | +0.2% | +3.3% | +2.9% |
| 3M | -5.7% | -17.5% | +11.8% | -1.3% |
| 6M | +13.5% | +18.1% | -4.6% | +6.8% |
| YTD | +8.4% | +65.7% | -57.3% | -7.8% |
| 1Y | +9.1% | +91.9% | -82.9% | -11.0% |
| 3Y | +149.5% | +335.2% | -185.8% | +54.2% |
| 5Y | +132.6% | +1,004.3% | -871.7% | +5.3% |
| All | +459.5% | +1,002.4% | -542.9% | +122.1% |
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