-99.5%
ATYR vs VT
+223.7%
-323.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.4% | +2.6% | +16.8% | +16.7% |
| 7D | +20.5% | +0.4% | +20.1% | +20.2% |
| 30D | -23.0% | -2.6% | -20.4% | -20.7% |
| 3M | -62.9% | -3.2% | -59.7% | -61.5% |
| 6M | -80.0% | +0.9% | -80.9% | -80.0% |
| YTD | -75.8% | +11.3% | -87.1% | -77.7% |
| 1Y | -76.8% | +14.0% | -90.8% | -79.1% |
| 3Y | -83.5% | +75.8% | -159.4% | -90.3% |
| 5Y | -97.8% | +57.8% | -155.6% | -98.6% |
| 10Y | -99.5% | +219.8% | -319.3% | -99.8% |
| All | -99.5% | +223.7% | -323.2% | -99.8% |
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