+8,520.0%
AMD vs VTR
+132.2%
+8,387.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.0% |
| 7D | +44.7% | +0.7% | +44.0% | +44.6% |
| 30D | -3.3% | +6.9% | -10.3% | -4.8% |
| 3M | +21.2% | +1.3% | +19.9% | +20.5% |
| 6M | +30.6% | +2.5% | +28.1% | +28.5% |
| YTD | +173.3% | +18.0% | +155.3% | +160.1% |
| 1Y | +126.1% | +19.5% | +106.6% | +114.4% |
| 3Y | +393.5% | +130.2% | +263.3% | +297.3% |
| 5Y | +295.8% | +93.8% | +201.9% | +228.4% |
| All | +8,520.0% | +132.2% | +8,387.8% | +6,328.4% |
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