+219.4%
AG vs VLTO
+56.1%
+163.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.5% |
| 7D | +10.8% | +2.0% | +8.8% | +10.4% |
| 30D | -8.2% | +21.8% | -30.0% | -11.8% |
| 3M | -13.7% | +20.2% | -33.9% | -16.8% |
| 6M | -27.3% | +36.3% | -63.6% | -32.1% |
| YTD | -4.6% | +18.8% | -23.4% | -7.7% |
| 1Y | +39.4% | +20.4% | +19.0% | +34.0% |
| 3Y | +244.1% | +71.9% | +172.2% | +225.8% |
| All | +219.4% | +56.1% | +163.3% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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