+268.9%
AMAT vs VYM
+77.8%
+191.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.7% |
| 7D | +7.0% | +0.1% | +6.9% | +6.7% |
| 30D | -12.2% | -1.3% | -10.9% | -10.4% |
| 3M | -3.8% | +4.1% | -7.9% | -10.0% |
| 6M | +45.9% | +9.8% | +36.1% | +25.6% |
| YTD | +84.6% | +15.3% | +69.3% | +47.3% |
| 1Y | +193.4% | +20.0% | +173.4% | +119.8% |
| 3Y | +228.1% | +66.2% | +161.8% | +45.9% |
| 5Y | +268.9% | +77.5% | +191.4% | +59.4% |
| All | +268.9% | +77.8% | +191.1% | +59.4% |
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