+46.2%
VTR vs AMRZ
-17.3%
+63.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | -0.6% |
| 7D | -2.4% | -2.0% | -0.4% | -2.5% |
| 30D | -3.7% | -9.8% | +6.1% | -4.1% |
| 3M | +13.5% | -17.2% | +30.8% | +12.8% |
| 6M | +7.2% | -26.9% | +34.1% | +6.1% |
| YTD | +17.6% | -21.5% | +39.0% | +17.2% |
| 1Y | +35.4% | -22.9% | +58.3% | +34.8% |
| All | +46.2% | -17.3% | +63.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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