+654.8%
APD vs VYM
+492.8%
+162.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +2.1% | -0.5% | +2.6% | +2.7% |
| 3M | +7.2% | +3.0% | +4.2% | +3.8% |
| 6M | +11.2% | +8.2% | +3.0% | +2.1% |
| YTD | +24.4% | +15.8% | +8.6% | +6.2% |
| 1Y | +6.7% | +20.8% | -14.2% | -12.9% |
| 3Y | +9.2% | +65.3% | -56.0% | -35.8% |
| 5Y | +27.4% | +76.6% | -49.2% | -30.1% |
| 10Y | +164.8% | +203.9% | -39.1% | -18.4% |
| All | +654.8% | +492.8% | +162.0% | +16.7% |
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