+1,315.3%
AMAT vs VTR
+119.4%
+1,195.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.8% | +10.5% | +11.1% |
| 7D | -1.1% | +3.2% | -4.3% | -1.9% |
| 30D | -26.9% | +9.1% | -36.0% | -29.0% |
| 3M | -31.2% | -3.6% | -27.6% | -30.8% |
| 6M | -14.7% | +3.8% | -18.5% | -17.1% |
| YTD | +44.7% | +17.8% | +26.9% | +34.6% |
| 1Y | +62.0% | +20.5% | +41.4% | +49.4% |
| 3Y | +165.0% | +132.4% | +32.5% | +91.7% |
| 5Y | +147.1% | +99.9% | +47.2% | +86.3% |
| 10Y | +1,315.3% | +124.3% | +1,191.0% | +764.5% |
| All | +1,315.3% | +119.4% | +1,195.8% | +764.5% |
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