-94.5%
AGEN vs SPY
+322.5%
-417.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | -0.4% |
| 7D | -15.8% | -0.8% | -15.0% | -14.8% |
| 30D | +0.6% | -1.1% | +1.6% | +2.2% |
| 3M | +104.7% | +3.9% | +100.9% | +93.9% |
| 6M | +109.7% | +13.6% | +96.1% | +78.3% |
| YTD | +121.0% | +12.7% | +108.3% | +90.1% |
| 1Y | +46.4% | +17.5% | +28.9% | +19.6% |
| 3Y | -71.6% | +76.9% | -148.5% | -85.3% |
| 5Y | -94.6% | +83.6% | -178.1% | -97.2% |
| All | -94.5% | +322.5% | -417.0% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling