+1,474.1%
VTR vs AME
+8,431.2%
-6,957.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -2.4% | +2.8% | -5.2% | -3.6% |
| 30D | -3.7% | -6.3% | +2.5% | -1.0% |
| 3M | +13.5% | +5.4% | +8.2% | +10.1% |
| 6M | +7.2% | +7.4% | -0.2% | +2.5% |
| YTD | +17.6% | +16.2% | +1.4% | +8.2% |
| 1Y | +35.4% | +26.8% | +8.6% | +19.2% |
| 3Y | +132.8% | +57.5% | +75.3% | +80.2% |
| 5Y | +88.7% | +84.8% | +3.8% | +34.1% |
| 10Y | +87.6% | +424.3% | -336.7% | -16.1% |
| All | +1,474.1% | +8,431.2% | -6,957.1% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling