+1,090.2%
ATI vs VIVK
-100.0%
+1,190.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | 0.0% |
| 7D | -5.6% | -4.4% | -1.3% | -5.6% |
| 30D | -13.7% | -40.8% | +27.1% | -13.3% |
| 3M | -0.4% | -94.1% | +93.8% | +1.6% |
| 6M | +26.2% | -98.2% | +124.4% | +29.3% |
| YTD | +73.2% | -98.0% | +171.2% | +76.2% |
| 1Y | +161.6% | -100.0% | +261.6% | +173.8% |
| 3Y | +346.2% | -100.0% | +446.2% | +363.6% |
| 5Y | +1,047.6% | -100.0% | +1,147.6% | +1,092.5% |
| All | +1,090.2% | -100.0% | +1,190.2% | +1,069.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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