+16.9%
APA vs VYM
+65.1%
-48.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.5% |
| 7D | +4.6% | -0.8% | +5.4% | +5.8% |
| 30D | +11.9% | -2.2% | +14.2% | +15.5% |
| 3M | +22.5% | +3.1% | +19.4% | +16.3% |
| 6M | +37.5% | +9.7% | +27.8% | +16.6% |
| YTD | +87.2% | +14.9% | +72.3% | +46.0% |
| 1Y | +101.4% | +17.6% | +83.9% | +50.6% |
| 3Y | +16.9% | +65.3% | -48.4% | -45.6% |
| All | +16.9% | +65.1% | -48.2% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling