+177.2%
APA vs VYM
+75.8%
+101.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.2% |
| 7D | +0.8% | -1.9% | +2.6% | +4.0% |
| 30D | +9.6% | -2.6% | +12.2% | +14.4% |
| 3M | +18.0% | +3.6% | +14.4% | +10.2% |
| 6M | +41.9% | +8.7% | +33.2% | +19.9% |
| YTD | +86.3% | +14.1% | +72.2% | +43.9% |
| 1Y | +97.9% | +17.8% | +80.0% | +43.8% |
| 3Y | +12.8% | +64.5% | -51.7% | -54.8% |
| 5Y | +177.2% | +77.5% | +99.7% | -6.1% |
| All | +177.2% | +75.8% | +101.4% | -6.1% |
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