+268.6%
ARM vs VTR
+130.0%
+138.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.8% |
| 7D | +9.1% | +0.2% | +8.9% | +9.1% |
| 30D | -19.9% | +5.5% | -25.4% | -19.0% |
| 3M | -31.6% | -0.9% | -30.7% | -31.3% |
| 6M | -13.9% | -0.4% | -13.5% | -11.9% |
| YTD | +74.3% | +17.0% | +57.3% | +73.7% |
| 1Y | +35.8% | +18.0% | +17.8% | +35.0% |
| 3Y | +268.6% | +127.4% | +141.2% | +191.7% |
| All | +268.6% | +130.0% | +138.6% | +191.7% |
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