+120.3%
ATS price history and return analytics
+222.7%
-102.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.2% |
| 7D | -0.8% | +2.9% | -3.7% | -3.0% |
| 30D | -2.5% | -2.5% | 0.0% | -0.5% |
| 3M | -15.6% | -3.3% | -12.2% | -13.2% |
| 6M | -48.4% | +1.5% | -50.0% | -49.0% |
| YTD | -37.6% | +11.4% | -49.0% | -42.5% |
| 1Y | -36.7% | +11.9% | -48.6% | -41.8% |
| 3Y | -53.6% | +73.9% | -127.5% | -68.1% |
| 5Y | -56.9% | +57.9% | -114.8% | -69.0% |
| All | +120.3% | +222.7% | -102.4% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling