+424.7%
ATI vs VLTO
+27.2%
+397.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.6% |
| 7D | -0.1% | -2.3% | +2.2% | +0.8% |
| 30D | +2.7% | -0.9% | +3.6% | +2.9% |
| 3M | +16.3% | +13.8% | +2.5% | +9.1% |
| 6M | +30.2% | +2.0% | +28.2% | +28.5% |
| YTD | +83.6% | -3.2% | +86.7% | +85.1% |
| 1Y | +173.0% | -9.2% | +182.2% | +184.3% |
| All | +424.7% | +27.2% | +397.5% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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