-30.9%
AMT vs VTR
+88.4%
-119.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | -2.9% | +4.4% | +2.8% |
| 30D | +3.7% | -2.8% | +6.5% | +5.0% |
| 3M | -7.2% | +9.0% | -16.2% | -11.4% |
| 6M | -4.2% | +5.0% | -9.1% | -7.1% |
| YTD | +1.9% | +16.9% | -15.0% | -6.4% |
| 1Y | -6.4% | +34.3% | -40.7% | -20.0% |
| 3Y | +7.7% | +131.6% | -123.8% | -31.0% |
| 5Y | -30.9% | +88.0% | -118.9% | -53.9% |
| All | -30.9% | +88.4% | -119.3% | -53.9% |
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