+969.8%
AGYS vs VT
+357.8%
+612.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | +1.5% | +2.9% | -1.4% | -2.1% |
| 30D | +11.3% | -2.5% | +13.8% | +14.6% |
| 3M | +13.3% | -3.3% | +16.6% | +17.8% |
| 6M | +75.6% | +1.5% | +74.1% | +69.5% |
| YTD | +2.3% | +11.4% | -9.0% | -13.5% |
| 1Y | -5.4% | +11.9% | -17.3% | -20.6% |
| 3Y | +40.1% | +73.9% | -33.8% | -33.4% |
| 5Y | +154.0% | +57.9% | +96.1% | +35.1% |
| 10Y | +1,059.1% | +222.6% | +836.5% | +133.3% |
| All | +969.8% | +357.8% | +612.0% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling