+506.2%
ATI vs VCLT
+98.6%
+407.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | +4.2% | -2.3% | +6.4% | +4.2% |
| 30D | -2.5% | +0.8% | -3.3% | -2.5% |
| 3M | -19.4% | -2.7% | -16.7% | -19.4% |
| 6M | +11.1% | -4.3% | +15.4% | +11.2% |
| YTD | +59.5% | -4.3% | +63.9% | +59.7% |
| 1Y | +85.8% | -4.4% | +90.1% | +86.0% |
| 3Y | +311.9% | +13.8% | +298.1% | +315.6% |
| 5Y | +963.2% | -17.0% | +980.2% | +905.6% |
| 10Y | +977.6% | +20.9% | +956.7% | +1,191.8% |
| All | +506.2% | +98.6% | +407.5% | +1,211.4% |
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