+1,141.3%
ATI vs GSK
+170.6%
+970.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +4.1% |
| 7D | -0.1% | -1.8% | +1.8% | +1.0% |
| 30D | +2.7% | -2.2% | +4.9% | +3.8% |
| 3M | +16.3% | -1.8% | +18.1% | +16.5% |
| 6M | +30.2% | -10.6% | +40.8% | +38.2% |
| YTD | +83.6% | +4.4% | +79.1% | +76.2% |
| 1Y | +173.0% | +30.4% | +142.6% | +127.3% |
| 3Y | +356.6% | +60.1% | +296.6% | +215.7% |
| 5Y | +1,074.2% | +46.8% | +1,027.4% | +732.7% |
| 10Y | +1,136.2% | +79.2% | +1,057.0% | +665.7% |
| All | +1,141.3% | +170.6% | +970.6% | +466.7% |
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