-18.4%
APTV vs VYM
+209.2%
-227.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.3% |
| 7D | -5.0% | -0.8% | -4.2% | -3.9% |
| 30D | -6.1% | -2.2% | -3.8% | -2.8% |
| 3M | -33.0% | +3.1% | -36.1% | -36.1% |
| 6M | -35.2% | +9.7% | -45.0% | -43.3% |
| YTD | -40.1% | +14.9% | -55.0% | -50.9% |
| 1Y | -45.6% | +17.6% | -63.2% | -56.8% |
| 3Y | -54.4% | +65.3% | -119.7% | -77.7% |
| 5Y | -68.9% | +78.7% | -147.6% | -85.8% |
| All | -18.4% | +209.2% | -227.6% | -79.0% |
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