+255.2%
AG vs SPY
+686.6%
-431.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.1% |
| 7D | -10.0% | +2.6% | -12.6% | -12.0% |
| 30D | -10.5% | -2.0% | -8.5% | -8.5% |
| 3M | -27.3% | -2.8% | -24.5% | -24.9% |
| 6M | -43.0% | +2.1% | -45.1% | -43.2% |
| YTD | -17.9% | +11.5% | -29.4% | -23.6% |
| 1Y | +11.9% | +13.5% | -1.5% | +2.9% |
| 3Y | +201.8% | +77.7% | +124.1% | +89.7% |
| 5Y | -0.1% | +72.6% | -72.7% | -35.8% |
| 10Y | +72.7% | +308.2% | -235.4% | -51.6% |
| All | +255.2% | +686.6% | -431.4% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling