-95.0%
ATNM vs VT
+224.4%
-319.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.2% |
| 7D | +12.8% | -0.7% | +13.5% | +13.9% |
| 30D | +50.0% | -1.7% | +51.7% | +52.7% |
| 3M | +100.5% | -2.3% | +102.8% | +105.2% |
| 6M | +18.7% | +1.5% | +17.1% | +16.3% |
| YTD | +16.9% | +12.0% | +4.9% | +3.6% |
| 1Y | +21.4% | +12.9% | +8.5% | +6.6% |
| 3Y | -63.9% | +74.9% | -138.9% | -77.4% |
| 5Y | -79.7% | +59.9% | -139.6% | -86.3% |
| 10Y | -95.0% | +224.6% | -319.6% | -98.5% |
| All | -95.0% | +224.4% | -319.3% | -98.5% |
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