+151.0%
VTR vs AMCR
+96.6%
+54.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.8% | -5.0% | +3.1% | +0.1% |
| 30D | +4.0% | -8.0% | +12.0% | +7.2% |
| 3M | +7.8% | +14.3% | -6.4% | +1.9% |
| 6M | +6.4% | +5.3% | +1.0% | +3.0% |
| YTD | +18.3% | +7.7% | +10.6% | +12.6% |
| 1Y | +33.9% | +10.8% | +23.1% | +25.5% |
| 3Y | +134.3% | +9.6% | +124.7% | +115.4% |
| 5Y | +90.3% | -10.2% | +100.5% | +88.7% |
| 10Y | +100.1% | +16.5% | +83.7% | +65.8% |
| All | +151.0% | +96.6% | +54.4% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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