+134.6%
VTR vs AMC
-98.1%
+232.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.1% |
| 7D | -1.7% | +2.3% | -4.0% | -1.8% |
| 30D | -2.4% | -0.7% | -1.7% | -2.5% |
| 3M | +14.8% | +35.2% | -20.4% | +13.0% |
| 6M | +5.3% | +124.6% | -119.2% | +1.5% |
| YTD | +18.1% | +69.9% | -51.8% | +14.7% |
| 1Y | +36.7% | -2.6% | +39.3% | +35.2% |
| 3Y | +130.1% | -79.8% | +209.8% | +133.9% |
| 5Y | +89.5% | -99.4% | +188.9% | +108.6% |
| 10Y | +87.4% | -98.9% | +186.2% | +42.4% |
| All | +134.6% | -98.1% | +232.7% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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