-55.1%
ATS price history and return analytics
+53.2%
-108.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +3.6% |
| 7D | -9.3% | -4.2% | -5.1% | -4.7% |
| 30D | -5.1% | -5.8% | +0.7% | +1.8% |
| 3M | -38.0% | -5.2% | -32.8% | -33.9% |
| 6M | -49.5% | +0.1% | -49.6% | -49.8% |
| YTD | -37.1% | +8.2% | -45.3% | -42.9% |
| 1Y | -41.4% | +10.1% | -51.5% | -47.8% |
| 3Y | -49.7% | +69.7% | -119.3% | -71.4% |
| 5Y | -55.1% | +53.4% | -108.4% | -72.9% |
| All | -55.1% | +53.2% | -108.3% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling