-24.0%
AMRZ vs VYM
+18.5%
-42.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.3% |
| 7D | -8.1% | -1.9% | -6.3% | -4.9% |
| 30D | -14.8% | -2.6% | -12.2% | -10.6% |
| 3M | -19.7% | +3.6% | -23.3% | -24.7% |
| 6M | -30.8% | +8.7% | -39.5% | -40.7% |
| YTD | -24.3% | +14.1% | -38.4% | -39.4% |
| 1Y | -24.0% | +17.8% | -41.8% | -42.3% |
| All | -24.0% | +18.5% | -42.5% | -42.3% |
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 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