+9.2%
AGCO vs SPY
+82.3%
-73.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.5% |
| 7D | -9.2% | -0.8% | -8.5% | -8.5% |
| 30D | +19.6% | -1.1% | +20.7% | +20.8% |
| 3M | +9.4% | +3.9% | +5.5% | +5.0% |
| 6M | 0.0% | +13.6% | -13.6% | -12.4% |
| YTD | +17.0% | +12.7% | +4.3% | +3.3% |
| 1Y | +12.1% | +17.5% | -5.4% | -5.3% |
| 3Y | +4.0% | +76.9% | -72.9% | -43.2% |
| All | +9.2% | +82.3% | -73.1% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling