-11.3%
ABT vs VYM
+77.5%
-88.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 3M | +14.5% | +3.1% | +11.5% | +12.0% |
| 6M | -6.3% | +9.7% | -16.0% | -12.5% |
| YTD | -17.1% | +14.9% | -32.0% | -25.3% |
| 1Y | -21.4% | +17.6% | -38.9% | -30.4% |
| 3Y | +5.9% | +65.3% | -59.4% | -30.3% |
| All | -11.3% | +77.5% | -88.8% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling