+264.1%
AG vs VICR
+178.2%
+85.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.2% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | +6.4% | -15.6% | +21.9% | +9.4% |
| 3M | +28.4% | -35.4% | +63.7% | +37.0% |
| 6M | -24.5% | +1.3% | -25.7% | -27.6% |
| YTD | +21.2% | +62.5% | -41.3% | +6.8% |
| 1Y | +114.1% | +255.5% | -141.4% | +63.1% |
| All | +264.1% | +178.2% | +85.8% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling