+101.4%
APA vs VYM
+18.4%
+83.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.4% |
| 7D | +4.6% | -0.8% | +5.4% | +4.7% |
| 30D | +11.9% | -2.2% | +14.2% | +12.3% |
| 3M | +22.5% | +3.1% | +19.4% | +21.0% |
| 6M | +37.5% | +9.7% | +27.8% | +32.6% |
| YTD | +87.2% | +14.9% | +72.3% | +69.6% |
| 1Y | +101.4% | +17.6% | +83.9% | +76.9% |
| All | +101.4% | +18.4% | +83.0% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling