+691.1%
AMGN vs VYM
+484.2%
+206.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -13.9% | -1.9% | -12.0% | -12.6% |
| 30D | -7.1% | -2.6% | -4.5% | -5.3% |
| 3M | +13.9% | +3.6% | +10.3% | +11.1% |
| 6M | +3.2% | +8.7% | -5.4% | -2.8% |
| YTD | +19.2% | +14.1% | +5.1% | +8.2% |
| 1Y | +41.1% | +17.8% | +23.3% | +25.2% |
| 3Y | +61.3% | +64.5% | -3.2% | +11.7% |
| 5Y | +109.1% | +77.5% | +31.5% | +35.5% |
| 10Y | +209.4% | +206.1% | +3.3% | +33.4% |
| All | +691.1% | +484.2% | +206.9% | +120.5% |
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