-86.5%
VIAV vs ATI
+1,097.9%
-1,184.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.6% | +12.7% | +11.7% |
| 7D | +11.3% | +3.2% | +8.1% | +10.0% |
| 30D | -1.0% | -9.0% | +8.0% | +2.4% |
| 3M | -20.5% | +15.1% | -35.6% | -24.0% |
| 6M | +39.0% | +38.1% | +0.9% | +25.1% |
| YTD | +117.5% | +80.7% | +36.8% | +78.9% |
| 1Y | +233.8% | +167.5% | +66.3% | +138.0% |
| 3Y | +295.4% | +366.0% | -70.6% | +119.8% |
| 5Y | +134.3% | +1,088.8% | -954.5% | -12.4% |
| 10Y | +398.7% | +1,055.0% | -656.3% | +45.2% |
| All | -86.5% | +1,097.9% | -1,184.4% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling