+17.2%
APA vs VTR
+131.3%
-114.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | +0.3% | -2.9% | +3.2% | +0.4% |
| 30D | +9.3% | -2.8% | +12.1% | +9.4% |
| 3M | +23.3% | +9.0% | +14.3% | +23.1% |
| 6M | +39.5% | +5.0% | +34.5% | +39.4% |
| YTD | +87.6% | +16.9% | +70.7% | +85.4% |
| 1Y | +114.2% | +34.3% | +79.9% | +108.3% |
| All | +17.2% | +131.3% | -114.1% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling