-97.6%
AMC vs VYM
+301.8%
-399.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +3.5% | +3.7% | -0.2% | -0.6% |
| 30D | +12.5% | +3.7% | +8.8% | +8.5% |
| 3M | +23.6% | -0.7% | +24.3% | +25.4% |
| 6M | +144.4% | +7.2% | +137.1% | +126.2% |
| YTD | +108.3% | +16.9% | +91.4% | +75.5% |
| 1Y | +38.9% | +19.6% | +19.3% | +14.2% |
| 3Y | -58.9% | +74.6% | -133.4% | -78.1% |
| 5Y | -99.2% | +72.3% | -171.5% | -99.5% |
| 10Y | -98.8% | +206.5% | -305.3% | -99.6% |
| All | -97.6% | +301.8% | -399.5% | -99.4% |
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 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