-15.0%
AMRZ vs VYM
+19.7%
-34.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -2.4% |
| 7D | -5.5% | -0.2% | -5.3% | -5.2% |
| 30D | +15.6% | +3.6% | +12.0% | +8.2% |
| 3M | -12.1% | -0.1% | -12.0% | -11.7% |
| 6M | -19.4% | +7.1% | -26.6% | -29.1% |
| YTD | -21.9% | +17.0% | -38.9% | -41.0% |
| 1Y | -15.0% | +19.0% | -34.0% | -37.2% |
| All | -15.0% | +19.7% | -34.7% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling