+1,665.8%
AMAT vs VTR
+85.6%
+1,580.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +7.0% | -2.4% | +9.4% | +7.7% |
| 30D | -12.2% | -3.7% | -8.5% | -11.3% |
| 3M | -3.8% | +13.5% | -17.4% | -8.5% |
| 6M | +45.9% | +7.2% | +38.7% | +40.5% |
| YTD | +84.6% | +17.6% | +67.1% | +72.5% |
| 1Y | +193.4% | +35.4% | +158.0% | +161.0% |
| 3Y | +228.1% | +132.8% | +95.2% | +137.6% |
| 5Y | +268.9% | +88.7% | +180.3% | +183.7% |
| 10Y | +1,665.8% | +87.6% | +1,578.1% | +1,050.6% |
| All | +1,665.8% | +85.6% | +1,580.1% | +1,050.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling