+12,215.3%
AAPL vs VYM
+487.3%
+11,728.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -3.0% | -1.0% | -2.0% | -2.0% |
| 30D | +2.3% | -2.0% | +4.3% | +4.3% |
| 3M | +8.6% | +3.1% | +5.6% | +5.4% |
| 6M | +21.6% | +8.9% | +12.7% | +11.8% |
| YTD | +16.3% | +14.7% | +1.6% | +1.7% |
| 1Y | +35.1% | +19.4% | +15.6% | +13.4% |
| 3Y | +79.4% | +65.4% | +14.0% | +10.2% |
| 5Y | +109.8% | +77.6% | +32.3% | +22.1% |
| 10Y | +1,237.1% | +207.8% | +1,029.3% | +365.8% |
| All | +12,215.3% | +487.3% | +11,728.0% | +2,445.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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