+1,091.6%
ATI vs GSK
+80.0%
+1,011.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.1% |
| 7D | -2.7% | -5.4% | +2.7% | -0.1% |
| 30D | -13.5% | -4.6% | -8.9% | -11.7% |
| 3M | +8.5% | -5.1% | +13.6% | +10.5% |
| 6M | +25.2% | -11.4% | +36.6% | +32.0% |
| YTD | +73.4% | +0.7% | +72.7% | +71.0% |
| 1Y | +160.5% | +23.0% | +137.5% | +131.6% |
| 3Y | +347.3% | +48.0% | +299.3% | +240.9% |
| 5Y | +1,049.0% | +48.2% | +1,000.8% | +735.8% |
| All | +1,091.6% | +80.0% | +1,011.6% | +713.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling