+199.6%
AMGN vs ATI
+1,155.5%
-956.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.4% | -1.9% |
| 7D | -13.9% | -2.7% | -11.2% | -13.7% |
| 30D | -7.1% | -13.5% | +6.4% | -5.9% |
| 3M | +13.9% | +8.5% | +5.4% | +12.8% |
| 6M | +3.2% | +25.2% | -21.9% | +0.7% |
| YTD | +19.2% | +73.4% | -54.2% | +12.8% |
| 1Y | +41.1% | +160.5% | -119.4% | +28.4% |
| 3Y | +61.3% | +347.3% | -286.0% | +37.2% |
| 5Y | +109.1% | +1,049.0% | -939.9% | +59.4% |
| All | +199.6% | +1,155.5% | -956.0% | +121.3% |
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 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