+160.5%
ATI vs GSK
+22.9%
+137.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.3% |
| 7D | -2.7% | -5.4% | +2.7% | -0.9% |
| 30D | -13.5% | -4.6% | -8.9% | -12.3% |
| 3M | +8.5% | -5.1% | +13.6% | +9.7% |
| 6M | +25.2% | -11.4% | +36.6% | +31.0% |
| YTD | +73.4% | +0.7% | +72.7% | +74.2% |
| 1Y | +160.5% | +23.0% | +137.5% | +148.2% |
| All | +160.5% | +22.9% | +137.6% | +148.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling