+2.6%
AVTR vs VYM
+136.5%
-133.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | +1.6% | -1.0% | +2.5% | +2.6% |
| 30D | +8.4% | -2.0% | +10.4% | +10.7% |
| 3M | +50.2% | +3.1% | +47.1% | +45.3% |
| 6M | +82.6% | +8.9% | +73.7% | +66.7% |
| YTD | +29.8% | +14.7% | +15.1% | +12.4% |
| 1Y | +16.0% | +19.4% | -3.4% | -3.5% |
| 3Y | -26.4% | +65.4% | -91.8% | -55.1% |
| 5Y | -64.5% | +77.6% | -142.0% | -79.7% |
| All | +2.6% | +136.5% | -133.8% | -52.8% |
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