+16.4%
AZN vs ATI
+86.4%
-70.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | +11.5% | +8.3% | +3.2% | +11.3% |
| 30D | +20.8% | -7.3% | +28.0% | +21.1% |
| 3M | +21.5% | -10.5% | +32.0% | +21.7% |
| 6M | +3.0% | +16.4% | -13.4% | -1.4% |
| YTD | +3.9% | +56.1% | -52.2% | -3.4% |
| 1Y | +16.4% | +86.5% | -70.1% | +4.5% |
| All | +16.4% | +86.4% | -70.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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