+1,090.2%
ATI vs VICR
+1,679.8%
-589.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.3% | -2.6% |
| 7D | -5.6% | +5.0% | -10.6% | -6.8% |
| 30D | -13.7% | -12.5% | -1.3% | -11.6% |
| 3M | -0.4% | -33.6% | +33.2% | +6.7% |
| 6M | +26.2% | +10.7% | +15.6% | +17.5% |
| YTD | +73.2% | +80.6% | -7.4% | +43.0% |
| 1Y | +161.6% | +288.4% | -126.8% | +78.1% |
| 3Y | +346.2% | +213.8% | +132.4% | +195.8% |
| 5Y | +1,047.6% | +58.8% | +988.8% | +702.3% |
| All | +1,090.2% | +1,679.8% | -589.5% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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