+228.9%
ARM vs VTR
+121.5%
+107.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.1% | +4.7% |
| 7D | -15.2% | +4.7% | -19.9% | -14.5% |
| 30D | -40.7% | +10.9% | -51.6% | -39.7% |
| 3M | -39.1% | -3.2% | -35.9% | -38.9% |
| 6M | -26.4% | +3.7% | -30.1% | -25.3% |
| YTD | +59.7% | +16.8% | +42.9% | +58.5% |
| 1Y | +10.3% | +21.3% | -11.0% | +8.6% |
| 3Y | +228.9% | +119.0% | +109.8% | +167.8% |
| All | +228.9% | +121.5% | +107.4% | +167.8% |
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