+105.7%
ATGL vs VT
+82.1%
+23.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | 0.0% | -10.0% | -10.0% |
| 7D | -14.8% | -1.6% | -13.2% | -13.6% |
| 30D | +74.0% | -2.5% | +76.5% | +77.6% |
| 3M | +13.1% | -1.3% | +14.4% | +14.1% |
| 6M | -28.2% | +3.1% | -31.3% | -30.4% |
| YTD | -56.8% | +10.9% | -67.7% | -60.8% |
| 1Y | -49.7% | +12.1% | -61.8% | -55.1% |
| 3Y | +53.7% | +73.9% | -20.2% | -19.2% |
| All | +105.7% | +82.1% | +23.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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