+506.6%
APP vs VTR
+97.5%
+409.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.9% |
| 7D | +61.1% | +3.8% | +57.3% | +58.7% |
| 30D | +42.8% | +10.1% | +32.6% | +36.7% |
| 3M | +16.7% | -1.2% | +17.8% | +17.0% |
| 6M | -15.6% | +4.8% | -20.4% | -18.6% |
| YTD | -41.3% | +18.9% | -60.2% | -47.4% |
| 1Y | -39.3% | +21.8% | -61.1% | -46.4% |
| 3Y | +803.2% | +132.0% | +671.2% | +470.0% |
| 5Y | +313.2% | +94.7% | +218.5% | +177.3% |
| All | +506.6% | +97.5% | +409.1% | +293.5% |
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