-39.3%
VG vs ATI
+254.8%
-294.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | +1.7% | -0.1% | +1.7% | +1.6% |
| 30D | +16.0% | +2.7% | +13.3% | +15.2% |
| 3M | +9.7% | +16.3% | -6.6% | +5.8% |
| 6M | +29.6% | +30.2% | -0.6% | +19.7% |
| YTD | +112.0% | +83.6% | +28.5% | +62.4% |
| 1Y | +12.8% | +173.0% | -160.2% | -31.1% |
| All | -39.3% | +254.8% | -294.1% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling