+2,010.2%
ALM vs VYM
+64.0%
+1,946.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -8.9% |
| 7D | -7.1% | -1.9% | -5.3% | -4.7% |
| 30D | +24.7% | -2.6% | +27.3% | +29.0% |
| 3M | +8.3% | +3.6% | +4.7% | +3.4% |
| 6M | -22.2% | +8.7% | -30.8% | -28.7% |
| YTD | +88.1% | +14.1% | +74.0% | +65.3% |
| 1Y | +272.4% | +17.8% | +254.5% | +217.8% |
| All | +2,010.2% | +64.0% | +1,946.2% | +1,564.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling