+247.2%
AMAT vs VTR
+86.5%
+160.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.8% |
| 7D | -1.5% | -1.7% | +0.2% | -1.2% |
| 30D | -14.8% | -2.4% | -12.4% | -14.4% |
| 3M | -9.3% | +14.8% | -24.1% | -14.0% |
| 6M | +27.4% | +5.3% | +22.1% | +23.8% |
| YTD | +77.6% | +18.1% | +59.5% | +65.8% |
| 1Y | +188.9% | +36.7% | +152.2% | +155.3% |
| 3Y | +202.3% | +130.1% | +72.2% | +106.5% |
| All | +247.2% | +86.5% | +160.7% | +147.0% |
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 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