+19.3%
ARM vs VTR
+22.5%
-3.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.8% | -3.1% |
| 7D | -18.7% | +10.0% | -28.7% | -11.4% |
| 30D | -36.7% | +9.6% | -46.3% | -30.7% |
| 3M | -31.6% | -1.2% | -30.4% | -31.2% |
| 6M | -5.6% | +2.8% | -8.5% | +7.6% |
| YTD | +75.5% | +17.4% | +58.1% | +99.3% |
| 1Y | +19.3% | +22.0% | -2.7% | +43.3% |
| All | +19.3% | +22.5% | -3.1% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling