+1,020.5%
ATI vs VFC
+487.8%
+532.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +3.0% |
| 7D | +13.0% | -1.4% | +14.4% | +13.8% |
| 30D | +0.2% | +24.6% | -24.5% | -11.0% |
| 3M | -17.5% | +38.4% | -55.9% | -31.1% |
| 6M | +18.1% | +15.3% | +2.8% | +5.9% |
| YTD | +65.7% | +12.7% | +53.0% | +47.9% |
| 1Y | +91.9% | +32.7% | +59.2% | +55.5% |
| 3Y | +335.2% | +43.7% | +291.6% | +144.1% |
| 5Y | +1,004.3% | -69.2% | +1,073.5% | +1,467.3% |
| 10Y | +1,019.2% | -50.0% | +1,069.2% | +1,021.7% |
| All | +1,020.5% | +487.8% | +532.7% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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