+167.3%
APD vs VYM
+209.2%
-41.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.4% |
| 7D | -3.3% | -0.8% | -2.5% | -2.5% |
| 30D | -4.2% | -2.2% | -1.9% | -1.9% |
| 3M | +5.4% | +3.1% | +2.4% | +2.2% |
| 6M | +6.3% | +9.7% | -3.5% | -3.7% |
| YTD | +20.3% | +14.9% | +5.4% | +3.9% |
| 1Y | +1.6% | +17.6% | -16.0% | -14.3% |
| 3Y | +4.0% | +65.3% | -61.3% | -38.3% |
| 5Y | +23.3% | +78.7% | -55.4% | -32.5% |
| All | +167.3% | +209.2% | -41.9% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling