+296.4%
ARM vs VTR
+128.4%
+168.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +3.8% |
| 7D | +5.5% | -1.7% | +7.1% | +5.4% |
| 30D | -8.2% | -2.4% | -5.7% | -8.3% |
| 3M | -35.9% | +14.8% | -50.7% | -36.7% |
| 6M | +103.1% | +5.3% | +97.8% | +103.3% |
| YTD | +130.6% | +18.1% | +112.5% | +124.5% |
| 1Y | +86.1% | +36.7% | +49.4% | +73.8% |
| All | +296.4% | +128.4% | +168.0% | +190.7% |
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 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