+224.3%
ATI vs VYM
+487.3%
-263.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.5% |
| 7D | +2.4% | -1.0% | +3.4% | +4.2% |
| 30D | -9.5% | -2.0% | -7.5% | -6.1% |
| 3M | +10.4% | +3.1% | +7.3% | +4.4% |
| 6M | +31.8% | +8.9% | +22.9% | +13.5% |
| YTD | +80.0% | +14.7% | +65.2% | +41.0% |
| 1Y | +175.8% | +19.4% | +156.4% | +101.2% |
| 3Y | +364.2% | +65.4% | +298.8% | +89.6% |
| 5Y | +1,076.9% | +77.6% | +999.3% | +324.9% |
| 10Y | +1,178.1% | +207.8% | +970.3% | +89.1% |
| All | +224.3% | +487.3% | -263.0% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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