+550.0%
AMT vs VYM
+490.3%
+59.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +1.8% | -1.3% | +3.1% | +3.0% |
| 3M | -6.2% | +4.1% | -10.2% | -9.6% |
| 6M | -5.0% | +9.8% | -14.8% | -12.7% |
| YTD | +2.1% | +15.3% | -13.3% | -10.3% |
| 1Y | -5.7% | +20.0% | -25.8% | -20.2% |
| 3Y | +7.9% | +66.2% | -58.3% | -33.0% |
| 5Y | -32.3% | +77.5% | -109.9% | -60.3% |
| 10Y | +95.0% | +201.7% | -106.7% | -32.6% |
| All | +550.0% | +490.3% | +59.8% | +19.9% |
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