+774.3%
AZN vs ATI
+1,097.9%
-323.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.5% |
| 7D | -1.5% | +3.2% | -4.7% | -1.9% |
| 30D | -0.9% | -9.0% | +8.2% | +0.2% |
| 3M | -11.8% | +15.1% | -26.9% | -13.6% |
| 6M | -17.6% | +38.1% | -55.7% | -21.1% |
| YTD | -12.0% | +80.7% | -92.7% | -18.4% |
| 1Y | -0.9% | +167.5% | -168.4% | -12.3% |
| 3Y | +23.7% | +366.0% | -342.3% | +0.5% |
| 5Y | +54.5% | +1,088.8% | -1,034.2% | +10.4% |
| 10Y | +218.2% | +1,055.0% | -836.8% | +107.1% |
| All | +774.3% | +1,097.9% | -323.7% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling