+132.0%
VTR vs APD
+28.0%
+104.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +10.1% | +11.0% | -0.9% | +8.1% |
| 3M | -1.2% | +2.0% | -3.1% | -1.6% |
| 6M | +4.8% | +7.1% | -2.3% | +3.3% |
| YTD | +18.9% | +29.8% | -10.9% | +12.9% |
| 1Y | +21.8% | +24.0% | -2.2% | +16.6% |
| 3Y | +132.0% | +27.2% | +104.8% | +122.2% |
| All | +132.0% | +28.0% | +104.0% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling