-99.8%
AMIX vs VYM
+54.7%
-154.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.7% |
| 30D | -54.4% | -1.3% | -53.1% | -53.0% |
| 3M | -45.7% | +4.1% | -49.8% | -46.9% |
| 6M | -49.2% | +9.8% | -59.0% | -52.8% |
| YTD | -60.3% | +15.3% | -75.7% | -64.8% |
| 1Y | -81.4% | +20.0% | -101.4% | -84.1% |
| All | -99.8% | +54.7% | -154.4% | -99.9% |
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