+64.4%
VG vs ATI
+93.9%
-29.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +5.2% |
| 7D | +15.1% | +13.0% | +2.1% | +19.4% |
| 30D | -4.2% | +0.2% | -4.4% | -3.6% |
| 3M | -3.1% | -17.5% | +14.4% | -9.2% |
| 6M | +0.3% | +18.1% | -17.8% | +14.6% |
| YTD | +95.5% | +65.7% | +29.8% | +113.3% |
| 1Y | +64.4% | +91.9% | -27.5% | +66.9% |
| All | +64.4% | +93.9% | -29.4% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling