+2,263.1%
VGT vs ATI
+2,660.4%
-397.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +1.8% | +3.2% | -1.3% | +1.1% |
| 30D | -0.3% | -9.0% | +8.7% | +1.7% |
| 3M | +3.4% | +15.1% | -11.7% | 0.0% |
| 6M | +35.0% | +38.1% | -3.1% | +25.0% |
| YTD | +28.8% | +80.7% | -51.9% | +12.3% |
| 1Y | +38.0% | +167.5% | -129.5% | +10.2% |
| 3Y | +125.8% | +366.0% | -240.2% | +55.9% |
| 5Y | +134.7% | +1,088.8% | -954.0% | +29.6% |
| 10Y | +792.6% | +1,055.0% | -262.4% | +327.8% |
| All | +2,263.1% | +2,660.4% | -397.3% | +692.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling