+150.6%
JPM vs ATI
+334.9%
-184.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +1.6% | +13.0% | -11.3% | -0.9% |
| 30D | +3.4% | +0.2% | +3.3% | +3.1% |
| 3M | -5.7% | -17.5% | +11.8% | -2.2% |
| 6M | +13.5% | +18.1% | -4.6% | +8.2% |
| YTD | +8.4% | +65.7% | -57.3% | -4.8% |
| 1Y | +9.1% | +91.9% | -82.9% | -7.3% |
| All | +150.6% | +334.9% | -184.2% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling