+1,321.9%
AMAT vs VTR
+130.3%
+1,191.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +11.4% | +0.2% | +11.2% | +11.3% |
| 30D | -17.0% | +5.5% | -22.5% | -18.5% |
| 3M | -30.6% | -0.9% | -29.7% | -30.7% |
| 6M | -14.9% | -0.4% | -14.5% | -16.3% |
| YTD | +44.7% | +17.0% | +27.7% | +34.9% |
| 1Y | +66.9% | +18.0% | +48.9% | +55.1% |
| 3Y | +153.3% | +127.4% | +25.9% | +84.7% |
| 5Y | +146.2% | +92.3% | +54.0% | +88.2% |
| All | +1,321.9% | +130.3% | +1,191.6% | +778.6% |
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