+25.4%
ADM vs VTR
+92.3%
-66.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | +4.2% | +0.2% | +4.0% | +4.1% |
| 30D | -12.8% | +5.5% | -18.3% | -13.9% |
| 3M | -8.5% | -0.9% | -7.5% | -8.4% |
| 6M | -10.9% | -0.4% | -10.5% | -11.2% |
| YTD | +29.4% | +17.0% | +12.4% | +23.8% |
| 1Y | +27.5% | +18.0% | +9.6% | +21.7% |
| 3Y | +10.3% | +127.4% | -117.0% | -12.7% |
| All | +25.4% | +92.3% | -66.8% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling