+60.9%
AG vs VICR
+41.8%
+19.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.3% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | +6.4% | -15.6% | +21.9% | +9.2% |
| 3M | +28.4% | -35.4% | +63.7% | +36.6% |
| 6M | -24.5% | +1.3% | -25.7% | -27.3% |
| YTD | +21.2% | +62.5% | -41.3% | +7.4% |
| 1Y | +114.1% | +255.5% | -141.4% | +63.9% |
| 3Y | +268.0% | +182.0% | +86.1% | +171.7% |
| All | +60.9% | +41.8% | +19.0% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling