-47.2%
ATS price history and return analytics
+66.2%
-113.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.3% | +0.4% | +1.8% | +1.8% |
| 30D | -29.7% | +1.0% | -30.7% | -30.4% |
| 3M | -30.5% | +2.4% | -32.8% | -32.3% |
| 6M | -39.1% | +12.0% | -51.1% | -46.8% |
| YTD | -28.6% | +15.3% | -44.0% | -39.9% |
| 1Y | -28.3% | +22.6% | -50.9% | -43.7% |
| 3Y | -56.3% | +74.7% | -131.0% | -76.3% |
| All | -47.2% | +66.2% | -113.4% | -70.5% |
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