+1,020.5%
ATI vs GSK
+174.7%
+845.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +13.0% | +0.5% | +12.5% | +12.7% |
| 30D | +0.2% | +9.4% | -9.3% | -5.6% |
| 3M | -17.5% | +1.6% | -19.1% | -19.4% |
| 6M | +18.1% | +1.3% | +16.8% | +14.7% |
| YTD | +65.7% | +6.0% | +59.7% | +55.9% |
| 1Y | +91.9% | +9.1% | +82.8% | +77.4% |
| 3Y | +335.2% | +65.4% | +269.8% | +192.6% |
| 5Y | +1,004.3% | +43.0% | +961.3% | +689.4% |
| 10Y | +1,019.2% | +103.1% | +916.2% | +530.8% |
| All | +1,020.5% | +174.7% | +845.8% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling