-100.0%
ATLX vs VT
+296.8%
-396.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.7% |
| 7D | -3.5% | -2.3% | -1.2% | -0.8% |
| 30D | -31.7% | -5.0% | -26.7% | -27.2% |
| 3M | -44.8% | -4.9% | -39.9% | -41.0% |
| 6M | -70.7% | -1.5% | -69.2% | -69.6% |
| YTD | -61.2% | +8.5% | -69.7% | -63.3% |
| 1Y | -63.0% | +11.4% | -74.4% | -66.0% |
| 3Y | -92.9% | +70.1% | -162.9% | -95.7% |
| 5Y | -72.7% | +53.7% | -126.4% | -81.9% |
| 10Y | -99.6% | +220.0% | -319.5% | -99.9% |
| All | -100.0% | +296.8% | -396.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling