+1,397.0%
JPM vs ATI
+1,117.2%
+279.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.8% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | -0.2% | +2.7% | -2.9% | -1.3% |
| 3M | +15.9% | +16.3% | -0.4% | +9.9% |
| 6M | +20.9% | +30.2% | -9.2% | +10.1% |
| YTD | +12.9% | +83.6% | -70.7% | -7.7% |
| 1Y | +20.3% | +173.0% | -152.7% | -13.4% |
| 3Y | +160.9% | +356.6% | -195.7% | +53.1% |
| 5Y | +154.8% | +1,074.2% | -919.4% | +6.6% |
| 10Y | +591.1% | +1,136.2% | -545.1% | +135.9% |
| All | +1,397.0% | +1,117.2% | +279.9% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling