+1,088.8%
ATI vs VMC
+52.4%
+1,036.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -0.7% |
| 7D | +3.2% | -0.5% | +3.7% | +3.5% |
| 30D | -9.0% | -9.1% | +0.1% | -4.3% |
| 3M | +15.1% | -4.1% | +19.2% | +16.4% |
| 6M | +38.1% | -5.5% | +43.7% | +41.0% |
| YTD | +80.7% | -8.9% | +89.6% | +86.6% |
| 1Y | +167.5% | -12.9% | +180.5% | +183.2% |
| 3Y | +366.0% | +22.1% | +343.9% | +302.9% |
| 5Y | +1,088.8% | +52.7% | +1,036.0% | +763.5% |
| All | +1,088.8% | +52.4% | +1,036.4% | +763.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling