+445.6%
AG vs VMC
+280.8%
+164.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | +1.0% | -4.3% | +5.3% | +2.7% |
| 30D | +19.2% | -8.2% | +27.4% | +23.1% |
| 3M | +6.2% | -7.0% | +13.2% | +9.0% |
| 6M | -26.7% | -10.8% | -15.9% | -23.5% |
| YTD | +26.1% | -7.4% | +33.5% | +30.1% |
| 1Y | +131.7% | -9.5% | +141.1% | +141.0% |
| 3Y | +255.3% | +20.5% | +234.9% | +229.3% |
| 5Y | +61.9% | +51.6% | +10.4% | +36.1% |
| 10Y | +72.0% | +150.0% | -78.0% | +9.6% |
| All | +445.6% | +280.8% | +164.8% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling