+624.9%
ABT vs VYM
+487.3%
+137.7%
-39.6%
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% | +0.1% |
| 7D | -4.7% | -1.0% | -3.8% | -4.1% |
| 30D | -3.1% | -2.0% | -1.1% | -1.7% |
| 3M | +16.1% | +3.1% | +13.1% | +13.8% |
| 6M | -5.3% | +8.9% | -14.2% | -10.8% |
| YTD | -14.4% | +14.7% | -29.2% | -22.2% |
| 1Y | -18.4% | +19.4% | -37.8% | -27.9% |
| 3Y | +11.2% | +65.4% | -54.2% | -22.3% |
| 5Y | -9.4% | +77.6% | -86.9% | -39.5% |
| 10Y | +209.7% | +207.8% | +2.0% | +43.3% |
| All | +624.9% | +487.3% | +137.7% | +139.1% |
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