+22.0%
VTR vs APD
+36.4%
-14.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.3% |
| 7D | +10.0% | +3.8% | +6.2% | +9.7% |
| 30D | +9.6% | +14.1% | -4.5% | +8.7% |
| 3M | -1.2% | +8.2% | -9.4% | -1.8% |
| 6M | +2.8% | +7.5% | -4.7% | +2.2% |
| YTD | +17.4% | +31.7% | -14.3% | +17.3% |
| 1Y | +22.0% | +35.1% | -13.1% | +22.5% |
| All | +22.0% | +36.4% | -14.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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