+2,096.7%
AMD vs VYM
+492.8%
+1,603.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.2% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -0.9% | -0.5% | -0.4% | -0.3% |
| 3M | -8.7% | +3.0% | -11.7% | -12.1% |
| 6M | +136.3% | +8.2% | +128.1% | +113.9% |
| YTD | +123.0% | +15.8% | +107.2% | +84.1% |
| 1Y | +195.2% | +20.8% | +174.3% | +130.5% |
| 3Y | +336.3% | +65.3% | +271.1% | +128.2% |
| 5Y | +334.5% | +76.6% | +257.9% | +116.8% |
| 10Y | +6,259.1% | +203.9% | +6,055.2% | +1,441.8% |
| All | +2,096.7% | +492.8% | +1,603.9% | +141.3% |
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