+949.2%
ATI vs GSK
+44.4%
+904.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | +4.2% | +1.1% | +3.0% | +3.9% |
| 30D | -2.5% | +6.3% | -8.9% | -3.9% |
| 3M | -19.4% | +1.8% | -21.2% | -20.0% |
| 6M | +11.1% | +1.7% | +9.4% | +10.0% |
| YTD | +59.5% | +6.5% | +53.0% | +57.0% |
| 1Y | +85.8% | +9.5% | +76.3% | +81.8% |
| 3Y | +311.9% | +65.3% | +246.6% | +257.9% |
| All | +949.2% | +44.4% | +904.8% | +803.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling