+1,049.0%
ATI vs VIVK
-100.0%
+1,149.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.7% |
| 7D | -2.7% | -9.5% | +6.8% | -2.6% |
| 30D | -13.5% | -35.1% | +21.6% | -13.2% |
| 3M | +8.5% | -93.4% | +101.9% | +10.6% |
| 6M | +25.2% | -98.0% | +123.2% | +28.1% |
| YTD | +73.4% | -97.9% | +171.3% | +76.2% |
| 1Y | +160.5% | -100.0% | +260.5% | +173.3% |
| 3Y | +347.3% | -100.0% | +447.3% | +362.8% |
| 5Y | +1,049.0% | -100.0% | +1,149.0% | +1,090.3% |
| All | +1,049.0% | -100.0% | +1,149.0% | +1,090.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling