+391.7%
APP vs VTR
+96.1%
+295.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.1% |
| 7D | +0.9% | -1.7% | +2.6% | +1.6% |
| 30D | -23.3% | -2.4% | -20.8% | -22.4% |
| 3M | -42.6% | +14.8% | -57.4% | -46.8% |
| 6M | -33.6% | +5.3% | -38.9% | -36.3% |
| YTD | -52.4% | +18.1% | -70.5% | -57.2% |
| 1Y | -35.9% | +36.7% | -72.6% | -47.0% |
| 3Y | +642.2% | +130.1% | +512.1% | +369.8% |
| 5Y | +311.1% | +89.5% | +221.6% | +178.1% |
| All | +391.7% | +96.1% | +295.5% | +220.5% |
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