+90.3%
VTR vs AME
+82.6%
+7.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.4% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +4.0% | -8.6% | +12.6% | +6.8% |
| 3M | +7.8% | +5.8% | +2.1% | +5.4% |
| 6M | +6.4% | +3.8% | +2.5% | +4.2% |
| YTD | +18.3% | +14.4% | +3.9% | +11.8% |
| 1Y | +33.9% | +25.8% | +8.2% | +22.0% |
| 3Y | +134.3% | +55.2% | +79.1% | +87.9% |
| 5Y | +90.3% | +85.5% | +4.7% | +36.6% |
| All | +90.3% | +82.6% | +7.7% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling