+97.5%
REGN vs ATI
+1,154.1%
-1,056.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -5.6% | +0.1% | -5.1% |
| 30D | -2.0% | -13.7% | +11.8% | -0.6% |
| 3M | +28.0% | -0.4% | +28.3% | +27.7% |
| 6M | +1.2% | +26.2% | -25.1% | -1.6% |
| YTD | +1.6% | +73.2% | -71.6% | -4.1% |
| 1Y | +38.2% | +161.6% | -123.4% | +25.6% |
| 3Y | -5.4% | +346.2% | -351.5% | -19.0% |
| 5Y | +21.3% | +1,047.6% | -1,026.4% | -4.5% |
| All | +97.5% | +1,154.1% | -1,056.6% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling