+1,491.8%
VTR vs APD
+1,749.6%
-257.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +10.1% | +11.0% | -0.9% | +5.7% |
| 3M | -1.2% | +2.0% | -3.1% | -2.1% |
| 6M | +4.8% | +7.1% | -2.3% | +1.4% |
| YTD | +18.9% | +29.8% | -10.9% | +6.2% |
| 1Y | +21.8% | +24.0% | -2.2% | +10.3% |
| 3Y | +132.0% | +27.2% | +104.8% | +102.1% |
| 5Y | +94.7% | +12.8% | +81.9% | +74.8% |
| 10Y | +136.8% | +185.0% | -48.2% | +47.1% |
| All | +1,491.8% | +1,749.6% | -257.8% | +459.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling