+2,897.0%
AMAT vs VYM
+498.9%
+2,398.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.1% | +4.8% |
| 7D | +7.0% | -0.2% | +7.1% | +8.0% |
| 30D | -20.6% | +3.6% | -24.2% | -23.7% |
| 3M | -24.8% | -0.1% | -24.6% | -24.3% |
| 6M | -10.7% | +7.1% | -17.9% | -17.6% |
| YTD | +54.3% | +17.0% | +37.3% | +28.2% |
| 1Y | +73.7% | +19.0% | +54.8% | +41.6% |
| 3Y | +168.4% | +74.4% | +94.0% | +37.5% |
| 5Y | +167.6% | +72.7% | +94.9% | +43.6% |
| 10Y | +1,425.2% | +206.6% | +1,218.5% | +344.2% |
| All | +2,897.0% | +498.9% | +2,398.2% | +304.7% |
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