+160.1%
AMGN vs ATI
+959.5%
-799.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | 0.0% |
| 7D | +1.1% | +4.2% | -3.0% | +0.8% |
| 30D | +9.3% | -2.5% | +11.8% | +9.3% |
| 3M | +12.1% | -19.4% | +31.5% | +13.7% |
| 6M | +40.3% | +11.1% | +29.2% | +38.3% |
| YTD | +45.2% | +59.5% | -14.4% | +39.1% |
| 1Y | +42.4% | +85.8% | -43.3% | +35.0% |
| 3Y | +91.0% | +311.9% | -220.9% | +68.3% |
| All | +160.1% | +959.5% | -799.4% | +110.0% |
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