-4.1%
APA vs VTR
+100.2%
-104.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | +0.8% | -1.8% | +2.6% | +1.8% |
| 30D | +9.6% | +4.0% | +5.6% | +7.3% |
| 3M | +18.0% | +7.8% | +10.2% | +12.7% |
| 6M | +41.9% | +6.4% | +35.5% | +35.0% |
| YTD | +86.3% | +18.3% | +68.0% | +66.8% |
| 1Y | +97.9% | +33.9% | +63.9% | +64.3% |
| 3Y | +12.8% | +134.3% | -121.5% | -35.1% |
| 5Y | +177.2% | +90.3% | +86.9% | +75.6% |
| All | -4.1% | +100.2% | -104.3% | -47.1% |
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