+398.1%
AGI vs SPY
+79.8%
+318.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | -5.3% | -2.0% | -3.3% | -4.0% |
| 30D | +6.8% | -1.7% | +8.4% | +8.0% |
| 3M | +8.3% | +4.7% | +3.6% | +5.4% |
| 6M | -29.2% | +12.5% | -41.7% | -33.6% |
| YTD | -7.3% | +11.7% | -19.0% | -12.6% |
| 1Y | +8.0% | +17.5% | -9.4% | -0.7% |
| 3Y | +206.6% | +76.6% | +130.0% | +122.1% |
| 5Y | +398.1% | +82.0% | +316.1% | +241.5% |
| All | +398.1% | +79.8% | +318.4% | +241.5% |
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