-20.3%
AMRZ vs VYM
+31.1%
-51.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -4.0% | +3.3% | -7.3% | -9.2% |
| 30D | +12.4% | +3.8% | +8.6% | +5.5% |
| 3M | -11.5% | -0.4% | -11.1% | -10.8% |
| 6M | -21.6% | +7.1% | -28.7% | -30.1% |
| YTD | -23.4% | +17.1% | -40.5% | -40.1% |
| 1Y | -17.2% | +18.4% | -35.6% | -36.2% |
| All | -20.3% | +31.1% | -51.4% | -43.2% |
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 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