+120.9%
VTR vs AMBA
+772.6%
-651.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.5% | -0.9% |
| 7D | +4.7% | -7.2% | +11.9% | +5.3% |
| 30D | +10.9% | -10.4% | +21.3% | +11.7% |
| 3M | -3.2% | -30.1% | +26.9% | -0.5% |
| 6M | +3.7% | -22.4% | +26.1% | +3.9% |
| YTD | +16.8% | -17.3% | +34.2% | +15.6% |
| 1Y | +21.3% | -35.4% | +56.7% | +22.6% |
| 3Y | +119.0% | +18.6% | +100.4% | +99.4% |
| 5Y | +94.0% | -69.8% | +163.8% | +95.5% |
| 10Y | +112.3% | +1.1% | +111.2% | +77.4% |
| All | +120.9% | +772.6% | -651.6% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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