+616.5%
AMT vs VYM
+498.6%
+117.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +1.5% | +3.7% | -2.2% | -1.7% |
| 30D | +6.8% | +3.7% | +3.1% | +3.4% |
| 3M | +11.2% | -0.7% | +11.9% | +11.8% |
| 6M | +12.5% | +7.2% | +5.3% | +5.5% |
| YTD | +12.5% | +16.9% | -4.4% | -2.4% |
| 1Y | +10.1% | +19.6% | -9.5% | -6.4% |
| 3Y | +16.0% | +74.6% | -58.6% | -31.2% |
| 5Y | -17.2% | +72.3% | -89.5% | -50.1% |
| 10Y | +135.2% | +206.5% | -71.3% | -19.9% |
| All | +616.5% | +498.6% | +117.9% | +30.5% |
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