+721.2%
ATI vs VIVK
-100.0%
+821.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.7% | -9.2% | -1.6% |
| 7D | +3.2% | +13.1% | -9.9% | +3.2% |
| 30D | -9.0% | -29.7% | +20.7% | -9.0% |
| 3M | +15.1% | -93.0% | +108.1% | +15.3% |
| 6M | +38.1% | -98.0% | +136.1% | +38.4% |
| YTD | +80.7% | -97.8% | +178.4% | +80.9% |
| 1Y | +167.5% | -100.0% | +267.5% | +168.6% |
| 3Y | +366.0% | -100.0% | +466.0% | +367.6% |
| 5Y | +1,088.8% | -100.0% | +1,188.8% | +1,092.8% |
| 10Y | +1,055.0% | -100.0% | +1,155.0% | +1,057.3% |
| All | +721.2% | -100.0% | +821.2% | +693.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling