+8,061.4%
AMAT vs VTR
+1,499.7%
+6,561.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.9% |
| 7D | -1.5% | -1.7% | +0.2% | -1.1% |
| 30D | -14.8% | -2.4% | -12.4% | -14.3% |
| 3M | -9.3% | +14.8% | -24.1% | -13.8% |
| 6M | +27.4% | +5.3% | +22.1% | +23.7% |
| YTD | +77.6% | +18.1% | +59.5% | +66.8% |
| 1Y | +188.9% | +36.7% | +152.2% | +159.5% |
| 3Y | +202.3% | +130.1% | +72.2% | +129.2% |
| 5Y | +248.9% | +89.5% | +159.4% | +177.9% |
| 10Y | +1,585.2% | +87.4% | +1,497.9% | +1,127.3% |
| All | +8,061.4% | +1,499.7% | +6,561.6% | +2,826.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling