+279.0%
AG vs SPY
+78.7%
+200.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.2% |
| 7D | +4.5% | +0.5% | +3.9% | +3.7% |
| 30D | +12.9% | -0.9% | +13.8% | +14.6% |
| 3M | +20.9% | +3.9% | +17.1% | +15.5% |
| 6M | -19.5% | +14.5% | -34.1% | -31.2% |
| YTD | +24.8% | +12.9% | +11.9% | +9.2% |
| 1Y | +120.2% | +19.4% | +100.9% | +82.5% |
| 3Y | +279.0% | +78.5% | +200.5% | +118.2% |
| All | +279.0% | +78.7% | +200.3% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling