+57.7%
AZN vs ATI
+1,029.4%
-971.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.6% | -5.6% | +4.1% | -1.0% |
| 30D | +1.1% | -13.7% | +14.8% | +2.4% |
| 3M | -12.1% | -0.4% | -11.8% | -12.3% |
| 6M | -17.1% | +26.2% | -43.4% | -19.5% |
| YTD | -12.0% | +73.2% | -85.2% | -17.1% |
| 1Y | -0.2% | +161.6% | -161.8% | -9.8% |
| 3Y | +26.8% | +346.2% | -319.4% | +6.3% |
| All | +57.7% | +1,029.4% | -971.6% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling