+112.0%
AMGN vs ATI
+1,086.3%
-974.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -11.6% | +2.4% | -14.0% | -11.8% |
| 30D | -5.7% | -9.5% | +3.8% | -4.9% |
| 3M | +14.2% | +10.4% | +3.8% | +13.0% |
| 6M | +5.2% | +31.8% | -26.6% | +2.4% |
| YTD | +22.0% | +80.0% | -58.0% | +16.0% |
| 1Y | +43.6% | +175.8% | -132.2% | +32.2% |
| 3Y | +65.0% | +364.2% | -299.2% | +43.8% |
| 5Y | +112.0% | +1,076.9% | -964.8% | +70.6% |
| All | +112.0% | +1,086.3% | -974.3% | +70.6% |
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