+1,091.6%
ATI vs VSH
+179.3%
+912.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.1% |
| 7D | -2.7% | +3.1% | -5.8% | -4.3% |
| 30D | -13.5% | -5.7% | -7.8% | -11.0% |
| 3M | +8.5% | -42.5% | +51.0% | +40.0% |
| 6M | +25.2% | +82.7% | -57.5% | -23.2% |
| YTD | +73.4% | +118.2% | -44.8% | -6.5% |
| 1Y | +160.5% | +109.7% | +50.8% | +41.1% |
| 3Y | +347.3% | +35.3% | +312.0% | +197.1% |
| 5Y | +1,049.0% | +65.6% | +983.4% | +529.8% |
| All | +1,091.6% | +179.3% | +912.3% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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