-99.5%
ATLX vs VT
+223.7%
-323.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | -0.1% |
| 7D | +7.0% | +0.4% | +6.6% | +6.6% |
| 30D | -26.2% | -2.6% | -23.6% | -23.6% |
| 3M | -45.7% | -3.2% | -42.4% | -43.1% |
| 6M | -73.8% | +0.9% | -74.8% | -73.6% |
| YTD | -60.0% | +11.3% | -71.4% | -63.4% |
| 1Y | -62.4% | +14.0% | -76.4% | -66.4% |
| 3Y | -92.8% | +75.8% | -168.6% | -95.7% |
| 5Y | -79.5% | +57.8% | -137.3% | -86.7% |
| 10Y | -99.5% | +219.8% | -319.4% | -99.9% |
| All | -99.5% | +223.7% | -323.2% | -99.9% |
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