+26.4%
AZN vs ATI
+341.5%
-315.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.0% |
| 7D | -3.1% | -2.7% | -0.4% | -2.9% |
| 30D | +0.6% | -13.5% | +14.1% | +1.6% |
| 3M | -10.8% | +8.5% | -19.3% | -11.7% |
| 6M | -18.1% | +25.2% | -43.3% | -20.2% |
| YTD | -12.3% | +73.4% | -85.7% | -16.6% |
| 1Y | -0.2% | +160.5% | -160.7% | -8.3% |
| All | +26.4% | +341.5% | -315.2% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling