-99.9%
AGMH vs VT
+146.1%
-246.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.6% | -9.2% | -8.3% |
| 7D | -24.3% | +0.4% | -24.7% | -24.4% |
| 30D | -28.0% | -2.6% | -25.4% | -26.7% |
| 3M | -64.8% | -3.2% | -61.6% | -64.0% |
| 6M | -57.8% | +0.9% | -58.8% | -57.4% |
| YTD | -80.7% | +11.3% | -92.0% | -81.4% |
| 1Y | -88.6% | +14.0% | -102.6% | -89.1% |
| 3Y | -99.5% | +75.8% | -175.3% | -99.6% |
| 5Y | -99.9% | +57.8% | -157.8% | -99.9% |
| All | -99.9% | +146.1% | -246.0% | -99.9% |
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