+978.9%
ATI vs GSK
+176.1%
+802.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | +4.2% | +1.1% | +3.0% | +3.5% |
| 30D | -2.5% | +6.3% | -8.9% | -6.5% |
| 3M | -19.4% | +1.8% | -21.2% | -21.4% |
| 6M | +11.1% | +1.7% | +9.4% | +7.6% |
| YTD | +59.5% | +6.5% | +53.0% | +49.7% |
| 1Y | +85.8% | +9.5% | +76.3% | +71.3% |
| 3Y | +311.9% | +65.3% | +246.6% | +177.0% |
| 5Y | +963.2% | +43.7% | +919.5% | +657.6% |
| 10Y | +977.6% | +104.1% | +873.5% | +505.4% |
| All | +978.9% | +176.1% | +802.7% | +381.5% |
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