-18.3%
AMRZ vs VYM
+29.1%
-47.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -3.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -9.8% | -1.3% | -8.6% | -7.8% |
| 3M | -17.2% | +4.1% | -21.3% | -22.5% |
| 6M | -26.9% | +9.8% | -36.7% | -37.7% |
| YTD | -21.5% | +15.3% | -36.8% | -37.1% |
| 1Y | -22.9% | +20.0% | -42.9% | -41.2% |
| All | -18.3% | +29.1% | -47.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling