+897.3%
VMC vs AGI
+5,381.0%
-4,483.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -0.5% | +4.4% | -4.9% | -0.8% |
| 30D | -9.1% | +10.0% | -19.1% | -9.7% |
| 3M | -4.1% | +1.7% | -5.9% | -4.4% |
| 6M | -5.5% | -26.8% | +21.3% | -3.9% |
| YTD | -8.9% | -5.3% | -3.6% | -9.1% |
| 1Y | -12.9% | +11.5% | -24.4% | -14.3% |
| 3Y | +22.1% | +212.9% | -190.8% | +11.4% |
| 5Y | +52.7% | +388.8% | -336.1% | +34.0% |
| 10Y | +152.7% | +383.6% | -230.8% | +112.5% |
| All | +897.3% | +5,381.0% | -4,483.7% | +608.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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