+391.7%
APP vs VYM
+86.1%
+305.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.9% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -23.3% | -0.5% | -22.7% | -22.6% |
| 3M | -42.6% | +3.0% | -45.7% | -45.5% |
| 6M | -33.6% | +8.2% | -41.8% | -42.2% |
| YTD | -52.4% | +15.8% | -68.2% | -63.0% |
| 1Y | -35.9% | +20.8% | -56.7% | -53.7% |
| 3Y | +642.2% | +65.3% | +576.9% | +228.1% |
| 5Y | +311.1% | +76.6% | +234.5% | +78.5% |
| All | +391.7% | +86.1% | +305.5% | +115.1% |
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 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