+123.4%
VTR vs AMBA
+837.3%
-713.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -1.7% | -11.0% | +9.3% | -0.7% |
| 30D | -2.4% | -23.2% | +20.7% | -0.2% |
| 3M | +14.8% | -12.7% | +27.5% | +14.6% |
| 6M | +5.3% | +11.2% | -5.9% | +2.0% |
| YTD | +18.1% | -11.2% | +29.3% | +16.5% |
| 1Y | +36.7% | -22.5% | +59.3% | +35.7% |
| 3Y | +130.1% | -1.3% | +131.4% | +114.9% |
| 5Y | +89.5% | -54.2% | +143.7% | +82.7% |
| 10Y | +87.4% | -6.1% | +93.5% | +57.2% |
| All | +123.4% | +837.3% | -713.9% | +62.5% |
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