+14.6%
AMCR vs VYM
+209.2%
-194.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.2% |
| 7D | -6.3% | -0.8% | -5.5% | -5.6% |
| 30D | -7.8% | -2.2% | -5.6% | -5.9% |
| 3M | +7.5% | +3.1% | +4.5% | +4.8% |
| 6M | +2.7% | +9.7% | -7.0% | -5.1% |
| YTD | +6.0% | +14.9% | -8.9% | -5.8% |
| 1Y | +7.8% | +17.6% | -9.8% | -6.4% |
| 3Y | +5.8% | +65.3% | -59.5% | -32.1% |
| 5Y | -11.6% | +78.7% | -90.3% | -46.5% |
| All | +14.6% | +209.2% | -194.5% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling