+2.1%
AS vs VYM
+21.8%
-19.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +3.2% |
| 7D | +13.8% | +1.2% | +12.6% | +11.8% |
| 30D | +16.7% | +5.2% | +11.4% | +7.7% |
| 3M | -11.5% | +0.5% | -12.0% | -12.1% |
| 6M | -5.5% | +7.7% | -13.2% | -16.9% |
| YTD | -14.2% | +17.2% | -31.4% | -31.8% |
| 1Y | +2.1% | +21.7% | -19.6% | -21.4% |
| All | +2.1% | +21.8% | -19.7% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling