+255.2%
AG vs VMC
+304.8%
-49.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.2% |
| 7D | -10.0% | -1.3% | -8.7% | -9.5% |
| 30D | -10.5% | +15.5% | -26.0% | -15.1% |
| 3M | -27.3% | +0.6% | -27.8% | -27.4% |
| 6M | -43.0% | +2.1% | -45.0% | -43.4% |
| YTD | -17.9% | -1.6% | -16.3% | -17.2% |
| 1Y | +11.9% | -1.2% | +13.1% | +12.7% |
| 3Y | +201.8% | +35.3% | +166.5% | +168.7% |
| 5Y | -0.1% | +43.6% | -43.7% | -14.4% |
| 10Y | +72.7% | +126.7% | -54.0% | +14.8% |
| All | +255.2% | +304.8% | -49.6% | +33.2% |
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