+73.0%
AA vs VTR
+1,499.7%
-1,426.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.4% |
| 7D | -0.7% | -1.7% | +1.0% | -0.1% |
| 30D | +5.0% | -2.4% | +7.4% | +5.6% |
| 3M | -35.8% | +14.8% | -50.6% | -39.4% |
| 6M | -18.4% | +5.3% | -23.7% | -20.8% |
| YTD | -5.5% | +18.1% | -23.6% | -12.0% |
| 1Y | +61.0% | +36.7% | +24.2% | +41.9% |
| 3Y | +66.2% | +130.1% | -63.9% | +21.6% |
| 5Y | +11.4% | +89.5% | -78.1% | -13.3% |
| 10Y | +116.9% | +87.4% | +29.5% | +56.0% |
| All | +73.0% | +1,499.7% | -1,426.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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