+105.0%
ATS price history and return analytics
+215.5%
-110.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.2% |
| 7D | -7.7% | -2.3% | -5.4% | -6.2% |
| 30D | -4.4% | -5.0% | +0.6% | -0.5% |
| 3M | -17.3% | -4.9% | -12.5% | -14.0% |
| 6M | -50.1% | -1.5% | -48.6% | -49.5% |
| YTD | -38.4% | +8.5% | -46.9% | -42.0% |
| 1Y | -39.7% | +11.4% | -51.1% | -44.3% |
| 3Y | -50.8% | +70.1% | -120.8% | -65.5% |
| 5Y | -56.0% | +53.7% | -109.7% | -67.7% |
| All | +105.0% | +215.5% | -110.6% | +35.1% |
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