+274.9%
AG vs VMC
+21.4%
+253.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.2% |
| 7D | +4.5% | -0.5% | +5.0% | +4.8% |
| 30D | +12.9% | -9.1% | +22.0% | +18.8% |
| 3M | +20.9% | -4.1% | +25.1% | +23.7% |
| 6M | -19.5% | -5.5% | -14.0% | -17.2% |
| YTD | +24.8% | -8.9% | +33.7% | +32.0% |
| 1Y | +120.2% | -12.9% | +133.2% | +136.9% |
| All | +274.9% | +21.4% | +253.6% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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