+1,131.7%
ALNY vs VYM
+488.1%
+643.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.2% |
| 7D | -6.5% | -0.8% | -5.8% | -5.7% |
| 30D | +11.0% | -2.2% | +13.3% | +13.9% |
| 3M | -14.1% | +3.1% | -17.1% | -16.8% |
| 6M | -22.4% | +9.7% | -32.1% | -29.8% |
| YTD | -37.5% | +14.9% | -52.4% | -46.2% |
| 1Y | -46.9% | +17.6% | -64.5% | -55.5% |
| 3Y | +22.1% | +65.3% | -43.2% | -29.5% |
| 5Y | +31.2% | +78.7% | -47.5% | -30.9% |
| 10Y | +256.3% | +208.2% | +48.1% | -6.2% |
| All | +1,131.7% | +488.1% | +643.6% | +60.6% |
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