+503.8%
APP vs VYM
+88.2%
+415.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.9% |
| 7D | +10.6% | +3.3% | +7.2% | +5.1% |
| 30D | +44.6% | +3.8% | +40.8% | +34.3% |
| 3M | +29.6% | -0.4% | +30.0% | +28.7% |
| 6M | -19.8% | +7.1% | -26.9% | -29.5% |
| YTD | -41.6% | +17.1% | -58.7% | -56.0% |
| 1Y | -32.7% | +18.4% | -51.1% | -50.2% |
| 3Y | +799.0% | +74.5% | +724.5% | +258.4% |
| 5Y | +250.4% | +72.5% | +177.8% | +50.8% |
| All | +503.8% | +88.2% | +415.6% | +156.1% |
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 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