+91.0%
AMGN vs ATI
+318.7%
-227.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.1% |
| 7D | +1.1% | +4.2% | -3.0% | +0.9% |
| 30D | +9.3% | -2.5% | +11.8% | +9.3% |
| 3M | +12.1% | -19.4% | +31.5% | +13.6% |
| 6M | +40.3% | +11.1% | +29.2% | +38.3% |
| YTD | +45.2% | +59.5% | -14.4% | +40.0% |
| 1Y | +42.4% | +85.8% | -43.3% | +36.2% |
| 3Y | +91.0% | +311.9% | -220.9% | +83.1% |
| All | +91.0% | +318.7% | -227.6% | +83.1% |
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 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