+1,448.9%
AMP vs VYM
+488.1%
+960.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | -0.5% |
| 7D | -0.5% | -0.8% | +0.3% | +0.9% |
| 30D | -1.3% | -2.2% | +0.9% | +2.8% |
| 3M | +24.2% | +3.1% | +21.1% | +17.7% |
| 6M | +24.6% | +9.7% | +14.8% | +5.2% |
| YTD | +14.8% | +14.9% | -0.1% | -10.5% |
| 1Y | +12.8% | +17.6% | -4.8% | -15.7% |
| 3Y | +69.0% | +65.3% | +3.7% | -31.5% |
| 5Y | +124.9% | +78.7% | +46.1% | -19.2% |
| 10Y | +583.5% | +208.2% | +375.3% | +1.3% |
| All | +1,448.9% | +488.1% | +960.8% | -11.6% |
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 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