+1,178.1%
ATI vs VMC
+146.8%
+1,031.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +1.9% |
| 7D | +2.4% | -5.3% | +7.7% | +6.4% |
| 30D | -9.5% | -12.3% | +2.8% | -0.9% |
| 3M | +10.4% | -10.3% | +20.6% | +17.4% |
| 6M | +31.8% | -8.6% | +40.4% | +38.3% |
| YTD | +80.0% | -11.9% | +91.9% | +92.1% |
| 1Y | +175.8% | -13.9% | +189.7% | +198.7% |
| 3Y | +364.2% | +18.2% | +346.1% | +286.8% |
| 5Y | +1,076.9% | +47.7% | +1,029.1% | +690.1% |
| 10Y | +1,178.1% | +152.5% | +1,025.6% | +455.1% |
| All | +1,178.1% | +146.8% | +1,031.3% | +455.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling