+357.3%
APA vs VTR
+1,499.7%
-1,142.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.6% |
| 7D | +0.5% | -1.7% | +2.2% | +1.1% |
| 30D | +23.4% | -2.4% | +25.8% | +24.2% |
| 3M | +12.7% | +14.8% | -2.1% | +7.5% |
| 6M | +39.4% | +5.3% | +34.1% | +36.0% |
| YTD | +79.0% | +18.1% | +60.9% | +68.3% |
| 1Y | +88.8% | +36.7% | +52.1% | +69.2% |
| 3Y | +6.4% | +130.1% | -123.7% | -20.7% |
| 5Y | +153.0% | +89.5% | +63.5% | +98.6% |
| 10Y | +7.5% | +87.4% | -79.8% | -17.6% |
| All | +357.3% | +1,499.7% | -1,142.4% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling