+499.6%
AGM vs VT
+215.5%
+284.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.2% | -9.2% | -9.2% |
| 7D | -10.9% | -2.3% | -8.5% | -8.8% |
| 30D | -13.6% | -5.0% | -8.7% | -9.3% |
| 3M | -23.4% | -4.9% | -18.5% | -19.7% |
| 6M | +2.3% | -1.5% | +3.9% | +3.3% |
| YTD | +5.4% | +8.5% | -3.1% | -3.8% |
| 1Y | +15.0% | +11.4% | +3.7% | +2.1% |
| 3Y | +23.0% | +70.1% | -47.1% | -29.2% |
| 5Y | +57.8% | +53.7% | +4.0% | +0.6% |
| All | +499.6% | +215.5% | +284.1% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling