-17.9%
AMT vs VTR
+94.8%
-112.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.4% | +1.4% | -3.7% | -3.0% |
| 30D | +4.2% | +8.2% | -4.0% | +0.4% |
| 3M | +13.4% | +4.6% | +8.8% | +10.9% |
| 6M | +9.4% | +4.3% | +5.0% | +6.2% |
| YTD | +11.7% | +19.0% | -7.3% | +1.3% |
| 1Y | +7.1% | +21.6% | -14.5% | -4.0% |
| 3Y | +15.1% | +132.2% | -117.1% | -27.9% |
| 5Y | -17.9% | +94.4% | -112.3% | -45.2% |
| All | -17.9% | +94.8% | -112.7% | -45.2% |
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