-94.6%
AGEN vs SPY
+79.8%
-174.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.5% |
| 7D | -16.4% | -2.0% | -14.4% | -13.3% |
| 30D | +0.9% | -1.7% | +2.5% | +4.1% |
| 3M | +124.4% | +4.7% | +119.7% | +106.0% |
| 6M | +104.5% | +12.5% | +91.9% | +67.2% |
| YTD | +119.4% | +11.7% | +107.7% | +81.5% |
| 1Y | +42.7% | +17.5% | +25.2% | +8.4% |
| 3Y | -72.0% | +76.6% | -148.6% | -88.8% |
| 5Y | -94.6% | +82.0% | -176.6% | -97.9% |
| All | -94.6% | +79.8% | -174.4% | -97.9% |
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