+334.9%
VTR vs ACM
+252.1%
+82.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +0.2% | +5.6% | -5.4% | -2.3% |
| 30D | +5.5% | +20.8% | -15.4% | -3.2% |
| 3M | -0.9% | +11.4% | -12.3% | -6.3% |
| 6M | -0.4% | +0.9% | -1.4% | -2.6% |
| YTD | +17.0% | -24.8% | +41.8% | +28.4% |
| 1Y | +18.0% | -46.4% | +64.4% | +50.6% |
| 3Y | +127.4% | -9.2% | +136.6% | +119.7% |
| 5Y | +92.3% | +5.0% | +87.3% | +70.8% |
| 10Y | +129.6% | +130.6% | -1.0% | +37.4% |
| All | +334.9% | +252.1% | +82.8% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling