+843.1%
ALM vs VYM
+77.5%
+765.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -7.1% |
| 7D | -11.8% | -0.8% | -11.0% | -11.2% |
| 30D | +7.8% | -2.2% | +10.0% | +9.8% |
| 3M | -9.3% | +3.1% | -12.3% | -11.6% |
| 6M | -30.5% | +9.7% | -40.2% | -34.9% |
| YTD | +75.8% | +14.9% | +60.9% | +60.3% |
| 1Y | +241.2% | +17.6% | +223.6% | +206.8% |
| 3Y | +1,872.6% | +65.3% | +1,807.3% | +1,405.7% |
| All | +843.1% | +77.5% | +765.6% | +587.4% |
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