+1,243.8%
AMGN vs ATI
+1,117.2%
+126.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -1.9% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +7.8% | +2.7% | +5.1% | +7.3% |
| 3M | +27.3% | +16.3% | +10.9% | +24.4% |
| 6M | +16.8% | +30.2% | -13.3% | +12.3% |
| YTD | +36.3% | +83.6% | -47.2% | +25.3% |
| 1Y | +60.4% | +173.0% | -112.6% | +39.8% |
| 3Y | +86.3% | +356.6% | -270.3% | +48.3% |
| 5Y | +125.7% | +1,074.2% | -948.5% | +54.8% |
| 10Y | +247.0% | +1,136.2% | -889.2% | +113.7% |
| All | +1,243.8% | +1,117.2% | +126.7% | +579.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling