+654.6%
APP vs VTR
+132.6%
+522.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.8% |
| 7D | +0.9% | -1.7% | +2.6% | +1.3% |
| 30D | -23.3% | -2.4% | -20.8% | -22.7% |
| 3M | -42.6% | +14.8% | -57.4% | -45.7% |
| 6M | -33.6% | +5.3% | -38.9% | -35.5% |
| YTD | -52.4% | +18.1% | -70.5% | -56.4% |
| 1Y | -35.9% | +36.7% | -72.6% | -45.9% |
| All | +654.6% | +132.6% | +522.1% | +448.2% |
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 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