+1,141.3%
ATI vs VMC
+871.2%
+270.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.3% |
| 7D | -0.1% | -4.3% | +4.3% | +3.1% |
| 30D | +2.7% | -8.2% | +10.9% | +8.9% |
| 3M | +16.3% | -7.0% | +23.4% | +20.7% |
| 6M | +30.2% | -10.8% | +40.9% | +39.3% |
| YTD | +83.6% | -7.4% | +90.9% | +89.5% |
| 1Y | +173.0% | -9.5% | +182.5% | +185.9% |
| 3Y | +356.6% | +20.5% | +336.2% | +279.3% |
| 5Y | +1,074.2% | +51.6% | +1,022.6% | +695.2% |
| 10Y | +1,136.2% | +150.0% | +986.2% | +470.1% |
| All | +1,141.3% | +871.2% | +270.0% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling