+5,381.0%
AGI vs SPY
+1,179.0%
+4,202.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +4.4% | +0.5% | +3.8% | +4.2% |
| 30D | +10.0% | -0.9% | +10.9% | +10.5% |
| 3M | +1.7% | +3.9% | -2.1% | +0.2% |
| 6M | -26.8% | +14.5% | -41.3% | -30.7% |
| YTD | -5.3% | +12.9% | -18.3% | -9.7% |
| 1Y | +11.5% | +19.4% | -7.9% | +4.0% |
| 3Y | +212.9% | +78.5% | +134.5% | +144.5% |
| 5Y | +388.8% | +81.8% | +307.0% | +276.2% |
| 10Y | +383.6% | +311.5% | +72.0% | +154.4% |
| All | +5,381.0% | +1,179.0% | +4,202.0% | +1,930.5% |
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 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