+2,963.5%
ATLC vs VT
+224.5%
+2,739.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +2.3% | +0.4% | +1.8% | +1.6% |
| 30D | -16.3% | +1.0% | -17.3% | -17.5% |
| 3M | +13.3% | +2.4% | +10.9% | +8.7% |
| 6M | +62.7% | +12.0% | +50.7% | +37.6% |
| YTD | +39.1% | +15.3% | +23.8% | +12.7% |
| 1Y | +35.4% | +22.6% | +12.9% | +0.2% |
| 3Y | +169.1% | +74.7% | +94.4% | +22.8% |
| 5Y | +55.3% | +66.1% | -10.8% | -20.3% |
| All | +2,963.5% | +224.5% | +2,739.0% | +802.9% |
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