+2,515.0%
ATLC vs VT
+221.8%
+2,293.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.6% |
| 7D | -8.6% | +2.4% | -10.9% | -12.2% |
| 30D | -8.4% | -1.5% | -6.9% | -6.8% |
| 3M | -14.0% | -4.1% | -9.9% | -8.8% |
| 6M | +9.3% | +0.6% | +8.7% | +7.4% |
| YTD | +24.6% | +11.0% | +13.6% | +6.1% |
| 1Y | +56.4% | +13.3% | +43.1% | +29.4% |
| 3Y | +176.9% | +73.4% | +103.5% | +26.1% |
| 5Y | +6.4% | +57.4% | -51.1% | -41.9% |
| All | +2,515.0% | +221.8% | +2,293.3% | +649.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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