+197.1%
ABT vs VYM
+209.2%
-12.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.9% |
| 7D | -5.9% | -0.8% | -5.1% | -5.3% |
| 30D | -8.1% | -2.2% | -5.8% | -6.4% |
| 3M | +14.5% | +3.1% | +11.5% | +11.8% |
| 6M | -6.3% | +9.7% | -16.0% | -13.1% |
| YTD | -17.1% | +14.9% | -32.0% | -26.1% |
| 1Y | -21.4% | +17.6% | -38.9% | -31.2% |
| 3Y | +5.9% | +65.3% | -59.4% | -31.4% |
| 5Y | -12.8% | +78.7% | -91.5% | -47.1% |
| All | +197.1% | +209.2% | -12.0% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling