+32.9%
VTR vs AME
+29.6%
+3.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.8% |
| 7D | -0.3% | +1.7% | -2.1% | -0.5% |
| 30D | +1.1% | -6.4% | +7.5% | +1.8% |
| 3M | +7.9% | +7.1% | +0.8% | +6.4% |
| 6M | +6.2% | +8.2% | -2.0% | +4.2% |
| YTD | +17.7% | +18.2% | -0.4% | +12.8% |
| 1Y | +32.9% | +26.7% | +6.1% | +23.1% |
| All | +32.9% | +29.6% | +3.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling