+1,062.4%
APH vs VTR
+87.8%
+974.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | -3.0% | -2.8% | -0.2% | -2.3% |
| 3M | +5.7% | +9.0% | -3.3% | +2.7% |
| 6M | +20.0% | +5.0% | +15.0% | +17.4% |
| YTD | +20.8% | +16.9% | +3.9% | +14.7% |
| 1Y | +40.2% | +34.3% | +5.9% | +27.9% |
| 3Y | +288.1% | +131.6% | +156.5% | +198.0% |
| 5Y | +352.5% | +88.0% | +264.5% | +263.9% |
| 10Y | +1,062.4% | +97.8% | +964.7% | +728.7% |
| All | +1,062.4% | +87.8% | +974.7% | +728.7% |
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