-95.0%
ATNM vs VT
+217.6%
-312.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.4% |
| 7D | +12.1% | -0.1% | +12.3% | +12.6% |
| 30D | +42.7% | -3.1% | +45.8% | +47.2% |
| 3M | +103.9% | -3.5% | +107.4% | +111.2% |
| 6M | +19.8% | +0.5% | +19.4% | +18.7% |
| YTD | +15.4% | +10.8% | +4.7% | +3.4% |
| 1Y | +18.0% | +11.9% | +6.1% | +4.6% |
| 3Y | -64.4% | +73.0% | -137.4% | -77.5% |
| 5Y | -79.6% | +58.6% | -138.2% | -86.1% |
| 10Y | -95.0% | +219.2% | -314.2% | -98.4% |
| All | -95.0% | +217.6% | -312.7% | -98.4% |
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 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