-13.5%
AMT vs VYM
+71.9%
-85.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +1.5% | +3.7% | -2.2% | -1.2% |
| 30D | +6.8% | +3.7% | +3.1% | +3.9% |
| 3M | +11.2% | -0.7% | +11.9% | +11.7% |
| 6M | +12.5% | +7.2% | +5.3% | +6.5% |
| YTD | +12.5% | +16.9% | -4.4% | -0.5% |
| 1Y | +10.1% | +19.6% | -9.5% | -4.3% |
| 3Y | +16.0% | +74.6% | -58.6% | -31.0% |
| All | -13.5% | +71.9% | -85.4% | -47.3% |
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