+3,349.4%
AMAT vs VYM
+492.8%
+2,856.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.8% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | -0.5% | -14.3% | -14.2% |
| 3M | -9.3% | +3.0% | -12.3% | -12.4% |
| 6M | +27.4% | +8.2% | +19.2% | +16.1% |
| YTD | +77.6% | +15.8% | +61.8% | +48.8% |
| 1Y | +188.9% | +20.8% | +168.1% | +130.0% |
| 3Y | +202.3% | +65.3% | +137.0% | +64.8% |
| 5Y | +248.9% | +76.6% | +172.3% | +81.4% |
| 10Y | +1,585.2% | +203.9% | +1,381.3% | +394.3% |
| All | +3,349.4% | +492.8% | +2,856.6% | +369.5% |
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 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