+2,407.6%
AZO vs VYM
+488.1%
+1,919.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.6% |
| 7D | -3.6% | -0.8% | -2.8% | -3.0% |
| 30D | -5.6% | -2.2% | -3.3% | -4.0% |
| 3M | -6.6% | +3.1% | -9.7% | -8.7% |
| 6M | -22.5% | +9.7% | -32.2% | -27.4% |
| YTD | -15.2% | +14.9% | -30.1% | -23.1% |
| 1Y | -33.9% | +17.6% | -51.5% | -41.2% |
| 3Y | +11.8% | +65.3% | -53.5% | -22.7% |
| 5Y | +85.5% | +78.7% | +6.8% | +21.0% |
| 10Y | +298.2% | +208.2% | +90.0% | +75.0% |
| All | +2,407.6% | +488.1% | +1,919.5% | +640.3% |
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