-99.9%
ATYR vs VT
+207.7%
-307.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.6% | +2.1% |
| 7D | +12.3% | -4.2% | +16.5% | +17.6% |
| 30D | -46.7% | -5.8% | -40.9% | -43.1% |
| 3M | -71.5% | -5.2% | -66.3% | -69.7% |
| 6M | -82.1% | +0.1% | -82.2% | -81.9% |
| YTD | -80.7% | +8.2% | -89.0% | -82.0% |
| 1Y | -81.5% | +10.1% | -91.6% | -82.9% |
| 3Y | -88.4% | +69.7% | -158.1% | -93.4% |
| 5Y | -98.2% | +53.4% | -151.6% | -98.9% |
| 10Y | -99.6% | +219.2% | -318.8% | -99.9% |
| All | -99.9% | +207.7% | -307.6% | -100.0% |
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