-97.8%
AGIG vs SPY
+938.9%
-1,036.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +4.0% |
| 7D | +3.5% | -2.0% | +5.5% | +5.4% |
| 30D | +32.6% | -1.7% | +34.2% | +34.4% |
| 3M | +0.9% | +4.7% | -3.9% | -3.7% |
| 6M | -33.0% | +12.5% | -45.5% | -40.2% |
| YTD | -40.4% | +11.7% | -52.1% | -46.4% |
| 1Y | -84.4% | +17.5% | -101.9% | -86.6% |
| 3Y | -94.7% | +76.6% | -171.2% | -97.0% |
| 5Y | -93.8% | +82.0% | -175.8% | -96.7% |
| 10Y | -95.3% | +317.1% | -412.4% | -99.2% |
| All | -97.8% | +938.9% | -1,036.7% | -99.9% |
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 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