+116.6%
VTRS vs ATI
+1,093.4%
-976.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.5% | +2.4% | -5.9% | -3.9% |
| 30D | +2.1% | -9.5% | +11.6% | +4.0% |
| 3M | +2.6% | +10.4% | -7.8% | +0.1% |
| 6M | +17.8% | +31.8% | -14.0% | +10.6% |
| YTD | +35.7% | +80.0% | -44.3% | +19.9% |
| 1Y | +63.5% | +175.8% | -112.3% | +32.6% |
| 3Y | +85.1% | +364.2% | -279.1% | +31.7% |
| 5Y | +42.5% | +1,076.9% | -1,034.4% | -17.5% |
| 10Y | -48.2% | +1,178.1% | -1,226.3% | -73.7% |
| All | +116.6% | +1,093.4% | -976.8% | -18.7% |
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