+132.8%
VTR vs ACM
-19.8%
+152.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -3.7% | -12.9% | +9.2% | -2.0% |
| 3M | +13.5% | -6.4% | +19.9% | +14.4% |
| 6M | +7.2% | -29.2% | +36.4% | +12.3% |
| YTD | +17.6% | -29.9% | +47.5% | +22.8% |
| 1Y | +35.4% | -47.3% | +82.7% | +48.7% |
| 3Y | +132.8% | -19.6% | +152.5% | +115.5% |
| All | +132.8% | -19.8% | +152.7% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling