+106.2%
AMT vs VYM
+209.2%
-103.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.3% |
| 7D | +1.1% | -0.8% | +1.9% | +1.8% |
| 30D | +4.4% | -2.2% | +6.6% | +6.2% |
| 3M | -5.2% | +3.1% | -8.2% | -7.4% |
| 6M | -0.8% | +9.7% | -10.5% | -7.8% |
| YTD | +3.3% | +14.9% | -11.6% | -7.4% |
| 1Y | -6.0% | +17.6% | -23.6% | -17.4% |
| 3Y | +9.6% | +65.3% | -55.7% | -27.9% |
| 5Y | -29.2% | +78.7% | -108.0% | -56.1% |
| All | +106.2% | +209.2% | -103.0% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling