+152.8%
JPM vs ATI
+1,101.9%
-949.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -0.4% | +3.2% | -3.6% | -1.1% |
| 30D | -1.1% | -9.0% | +7.9% | +0.9% |
| 3M | +14.1% | +15.1% | -0.9% | +10.0% |
| 6M | +23.3% | +38.1% | -14.8% | +13.3% |
| YTD | +11.3% | +80.7% | -69.4% | -4.1% |
| 1Y | +23.0% | +167.5% | -144.5% | -3.7% |
| 3Y | +162.6% | +366.0% | -203.4% | +73.7% |
| 5Y | +152.8% | +1,088.8% | -936.0% | +39.3% |
| All | +152.8% | +1,101.9% | -949.1% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling