+327.8%
VWO vs ATI
+992.1%
-664.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.1% |
| 7D | +0.9% | +3.2% | -2.3% | 0.0% |
| 30D | +1.3% | -9.0% | +10.3% | +3.9% |
| 3M | +5.1% | +15.1% | -10.0% | +0.4% |
| 6M | +12.5% | +38.1% | -25.6% | +1.6% |
| YTD | +14.0% | +80.7% | -66.6% | -4.8% |
| 1Y | +19.7% | +167.5% | -147.8% | -11.2% |
| 3Y | +66.8% | +366.0% | -299.2% | -0.1% |
| 5Y | +36.2% | +1,088.8% | -1,052.6% | -41.3% |
| 10Y | +111.0% | +1,055.0% | -944.0% | -28.5% |
| All | +327.8% | +992.1% | -664.3% | +9.8% |
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 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