+409.0%
AG vs VTRS
+4.3%
+404.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.2% |
| 7D | -6.7% | -2.2% | -4.5% | -6.1% |
| 30D | +2.2% | +3.3% | -1.1% | +1.2% |
| 3M | +15.7% | +2.0% | +13.7% | +14.7% |
| 6M | -23.8% | +19.9% | -43.7% | -28.0% |
| YTD | +17.6% | +35.7% | -18.1% | +7.1% |
| 1Y | +88.6% | +68.1% | +20.5% | +60.3% |
| 3Y | +253.4% | +87.1% | +166.3% | +184.4% |
| 5Y | +62.4% | +47.6% | +14.8% | +35.9% |
| 10Y | +61.2% | -48.2% | +109.4% | +68.6% |
| All | +409.0% | +4.3% | +404.6% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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