+7,119.0%
VTR vs ATI
+957.9%
+6,161.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.1% |
| 7D | +0.2% | +4.2% | -4.0% | -0.8% |
| 30D | +5.5% | -2.5% | +8.0% | +5.5% |
| 3M | -0.9% | -19.4% | +18.5% | +3.4% |
| 6M | -0.4% | +11.1% | -11.5% | -4.6% |
| YTD | +17.0% | +59.5% | -42.5% | +2.0% |
| 1Y | +18.0% | +85.8% | -67.8% | -1.1% |
| 3Y | +127.4% | +311.9% | -184.5% | +47.7% |
| 5Y | +92.3% | +963.2% | -871.0% | -5.3% |
| 10Y | +129.6% | +977.6% | -848.1% | -2.1% |
| All | +7,119.0% | +957.9% | +6,161.1% | +2,359.5% |
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