+202.8%
ATMP vs VT
+298.4%
-95.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.8% | -1.6% | +0.9% | +0.7% |
| 30D | +3.1% | -2.5% | +5.6% | +5.4% |
| 3M | +0.2% | -1.3% | +1.5% | +1.1% |
| 6M | +4.4% | +3.1% | +1.3% | +0.2% |
| YTD | +28.5% | +10.9% | +17.6% | +14.0% |
| 1Y | +35.1% | +12.1% | +23.1% | +18.5% |
| 3Y | +91.5% | +73.9% | +17.6% | +6.6% |
| 5Y | +177.1% | +58.0% | +119.1% | +68.7% |
| 10Y | +197.4% | +225.5% | -28.1% | -13.4% |
| All | +202.8% | +298.4% | -95.5% | -24.4% |
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