-99.9%
AGEN vs SPY
+749.1%
-848.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.5% | -9.3% | -9.2% |
| 7D | -7.0% | +0.5% | -7.6% | -7.5% |
| 30D | +6.8% | -0.9% | +7.7% | +8.2% |
| 3M | +136.6% | +3.9% | +132.7% | +125.5% |
| 6M | +151.0% | +14.5% | +136.5% | +114.6% |
| YTD | +136.6% | +12.9% | +123.7% | +105.8% |
| 1Y | +74.4% | +19.4% | +55.1% | +42.4% |
| 3Y | -69.8% | +78.5% | -148.3% | -84.0% |
| 5Y | -94.0% | +81.8% | -175.8% | -96.7% |
| 10Y | -94.2% | +311.5% | -405.7% | -98.8% |
| All | -99.9% | +749.1% | -848.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling