+186.5%
ATMP vs VT
+224.5%
-38.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.9% | +0.4% | +0.4% | +0.4% |
| 30D | +5.6% | +1.0% | +4.6% | +4.6% |
| 3M | +6.7% | +2.4% | +4.3% | +3.7% |
| 6M | +11.0% | +12.0% | -1.0% | -1.6% |
| YTD | +32.9% | +15.3% | +17.5% | +14.3% |
| 1Y | +34.9% | +22.6% | +12.4% | +9.1% |
| 3Y | +104.0% | +74.7% | +29.3% | +14.4% |
| 5Y | +209.6% | +66.1% | +143.5% | +81.6% |
| All | +186.5% | +224.5% | -38.0% | -12.8% |
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