-96.8%
ATNM vs VT
+314.4%
-411.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.8% | +9.8% |
| 7D | -3.4% | -2.3% | -1.1% | -1.1% |
| 30D | +33.6% | -5.0% | +38.6% | +40.1% |
| 3M | +81.7% | -4.9% | +86.6% | +90.4% |
| 6M | +15.3% | -1.5% | +16.9% | +16.4% |
| YTD | +5.1% | +8.5% | -3.3% | -3.5% |
| 1Y | +8.3% | +11.4% | -3.0% | -3.2% |
| 3Y | -68.6% | +70.1% | -138.6% | -79.5% |
| 5Y | -82.7% | +53.7% | -136.5% | -87.7% |
| 10Y | -94.7% | +220.0% | -314.7% | -97.9% |
| All | -96.8% | +314.4% | -411.2% | -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 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