-36.0%
ALK vs VYM
+18.5%
-54.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.9% |
| 7D | -3.1% | -1.9% | -1.3% | +2.1% |
| 30D | -17.1% | -2.6% | -14.5% | -10.7% |
| 3M | -3.8% | +3.6% | -7.3% | -12.3% |
| 6M | -5.3% | +8.7% | -13.9% | -24.3% |
| YTD | -20.3% | +14.1% | -34.4% | -42.3% |
| 1Y | -36.0% | +17.8% | -53.8% | -57.5% |
| All | -36.0% | +18.5% | -54.5% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling