+439.9%
AG vs VICR
+1,680.1%
-1,240.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.6% |
| 7D | +4.5% | +9.8% | -5.4% | +2.4% |
| 30D | +12.9% | -12.6% | +25.5% | +15.3% |
| 3M | +20.9% | -29.7% | +50.6% | +27.1% |
| 6M | -19.5% | +18.8% | -38.4% | -25.4% |
| YTD | +24.8% | +76.4% | -51.6% | +6.6% |
| 1Y | +120.2% | +282.4% | -162.1% | +58.4% |
| 3Y | +279.0% | +206.2% | +72.8% | +164.2% |
| 5Y | +67.9% | +53.9% | +14.0% | +22.7% |
| 10Y | +57.5% | +1,572.3% | -1,514.8% | -41.6% |
| All | +439.9% | +1,680.1% | -1,240.2% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling