+88.0%
ARM vs VTR
+36.7%
+51.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.4% |
| 7D | +11.4% | -2.4% | +13.8% | +9.5% |
| 30D | -7.4% | -3.7% | -3.7% | -10.1% |
| 3M | -24.5% | +13.5% | -38.0% | -16.2% |
| 6M | +128.7% | +7.2% | +121.5% | +150.4% |
| YTD | +139.3% | +17.6% | +121.7% | +164.5% |
| 1Y | +88.0% | +35.4% | +52.6% | +114.4% |
| All | +88.0% | +36.7% | +51.3% | +114.4% |
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