+390.9%
AMD vs VYM
+76.9%
+314.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.9% |
| 7D | +14.0% | -1.0% | +15.0% | +15.9% |
| 30D | +11.0% | -2.0% | +13.0% | +14.9% |
| 3M | +9.6% | +3.1% | +6.5% | +3.9% |
| 6M | +157.1% | +8.9% | +148.2% | +122.8% |
| YTD | +143.3% | +14.7% | +128.6% | +92.6% |
| 1Y | +234.4% | +19.4% | +215.0% | +147.3% |
| 3Y | +391.2% | +65.4% | +325.8% | +108.3% |
| 5Y | +390.9% | +77.6% | +313.4% | +105.4% |
| All | +390.9% | +76.9% | +314.0% | +105.4% |
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