+138.5%
AGCC vs SPY
+15.6%
+123.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -4.2% | +0.1% | -4.2% | -4.2% |
| 3M | -5.1% | +2.0% | -7.1% | -6.7% |
| 6M | +2.9% | +13.0% | -10.1% | -12.7% |
| YTD | +47.8% | +13.5% | +34.3% | +25.9% |
| All | +138.5% | +15.6% | +123.0% | +92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling