+86.9%
AGEN vs SPY
+14.6%
+72.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +2.1% |
| 7D | -2.2% | -0.7% | -1.5% | -1.2% |
| 30D | -20.2% | -1.0% | -19.1% | -18.8% |
| 3M | -16.0% | -0.3% | -15.7% | -15.3% |
| 6M | +73.4% | +7.3% | +66.0% | +51.9% |
| YTD | +122.0% | +13.3% | +108.6% | +75.6% |
| 1Y | +86.9% | +14.8% | +72.1% | +47.0% |
| All | +86.9% | +14.6% | +72.2% | +47.0% |
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 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