+64.4%
AMGN vs ATI
+360.0%
-295.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.5% | -10.0% |
| 7D | -10.3% | +3.2% | -13.4% | -10.5% |
| 30D | -3.8% | -9.0% | +5.2% | -3.1% |
| 3M | +14.4% | +15.1% | -0.7% | +12.8% |
| 6M | +7.8% | +38.1% | -30.3% | +4.6% |
| YTD | +22.6% | +80.7% | -58.1% | +17.0% |
| 1Y | +44.2% | +167.5% | -123.3% | +34.3% |
| All | +64.4% | +360.0% | -295.6% | +51.3% |
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 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