+597.4%
ATI vs VCLT
+103.4%
+494.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -0.1% | -0.5% | +0.5% | 0.0% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | +16.3% | -3.2% | +19.6% | +16.4% |
| 6M | +30.2% | -3.8% | +34.0% | +30.2% |
| YTD | +83.6% | -2.0% | +85.6% | +83.7% |
| 1Y | +173.0% | -0.8% | +173.8% | +173.2% |
| 3Y | +356.6% | +12.3% | +344.4% | +358.7% |
| 5Y | +1,074.2% | -15.4% | +1,089.6% | +1,008.6% |
| 10Y | +1,136.2% | +15.7% | +1,120.5% | +1,293.2% |
| All | +597.4% | +103.4% | +494.0% | +1,407.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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