+382.3%
APP vs VYM
+83.4%
+298.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +4.0% |
| 7D | +0.3% | -1.9% | +2.1% | +3.5% |
| 30D | -1.3% | -2.6% | +1.3% | +3.0% |
| 3M | -36.2% | +3.6% | -39.8% | -39.9% |
| 6M | -34.1% | +8.7% | -42.8% | -43.1% |
| YTD | -53.3% | +14.1% | -67.5% | -62.8% |
| 1Y | -44.5% | +17.8% | -62.4% | -58.2% |
| 3Y | +646.7% | +64.5% | +582.1% | +232.7% |
| 5Y | +306.4% | +77.5% | +228.9% | +80.9% |
| All | +382.3% | +83.4% | +298.9% | +116.2% |
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