-31.2%
AMT vs VYM
+75.8%
-107.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -2.7% | -1.9% | -0.8% | -1.3% |
| 30D | +2.0% | -2.6% | +4.6% | +4.0% |
| 3M | -9.3% | +3.6% | -12.9% | -11.7% |
| 6M | -5.2% | +8.7% | -13.9% | -11.1% |
| YTD | +0.5% | +14.1% | -13.7% | -9.3% |
| 1Y | -7.3% | +17.8% | -25.1% | -18.4% |
| 3Y | +6.2% | +64.5% | -58.3% | -32.5% |
| 5Y | -31.2% | +77.5% | -108.7% | -58.2% |
| All | -31.2% | +75.8% | -107.0% | -58.2% |
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 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