-18.8%
AG vs VTR
+7.2%
-26.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.0% |
| 7D | -0.1% | -2.9% | +2.8% | -0.6% |
| 30D | +12.5% | -2.8% | +15.2% | +11.8% |
| 3M | +28.2% | +9.0% | +19.1% | +31.8% |
| 6M | -18.8% | +5.0% | -23.8% | -9.3% |
| All | -18.8% | +7.2% | -26.1% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 6mo: compounded portfolio wealth divided by compounded VTR 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…
6mo analysis · Full analysis span regression · 6 months rolling