+33.9%
ALNY vs VYM
+77.5%
-43.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | -6.5% | -0.8% | -5.8% | -5.8% |
| 30D | +11.0% | -2.2% | +13.3% | +13.4% |
| 3M | -14.1% | +3.1% | -17.1% | -16.4% |
| 6M | -22.4% | +9.7% | -32.1% | -28.7% |
| YTD | -37.5% | +14.9% | -52.4% | -44.9% |
| 1Y | -46.9% | +17.6% | -64.5% | -54.3% |
| 3Y | +22.1% | +65.3% | -43.2% | -23.6% |
| All | +33.9% | +77.5% | -43.7% | -19.5% |
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 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