+172.4%
APTV vs VYM
+487.4%
-315.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -1.9% |
| 7D | -1.2% | -1.0% | -0.2% | +0.3% |
| 30D | -10.6% | -2.0% | -8.6% | -7.9% |
| 3M | -35.0% | +3.1% | -38.1% | -37.9% |
| 6M | -38.9% | +8.9% | -47.8% | -45.8% |
| YTD | -41.5% | +14.7% | -56.2% | -51.8% |
| 1Y | -45.8% | +19.4% | -65.2% | -57.8% |
| 3Y | -55.7% | +65.4% | -121.1% | -78.1% |
| 5Y | -70.1% | +77.6% | -147.7% | -86.1% |
| 10Y | -19.1% | +207.8% | -226.9% | -80.6% |
| All | +172.4% | +487.4% | -315.0% | -70.9% |
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