+36.7%
VTR vs ACM
-45.8%
+82.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -1.7% | -3.7% | +2.1% | -1.6% |
| 30D | -2.4% | -11.1% | +8.7% | -2.0% |
| 3M | +14.8% | -8.0% | +22.8% | +15.1% |
| 6M | +5.3% | -29.7% | +35.0% | +6.2% |
| YTD | +18.1% | -29.4% | +47.5% | +19.0% |
| 1Y | +36.7% | -46.4% | +83.1% | +36.8% |
| All | +36.7% | -45.8% | +82.5% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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