-5.7%
AGIO vs SPY
+17.2%
-22.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | +1.5% | -2.0% | +3.5% | +2.7% |
| 30D | +2.9% | -1.7% | +4.6% | +3.8% |
| 3M | +16.5% | +4.7% | +11.7% | +12.3% |
| 6M | +19.0% | +12.5% | +6.5% | +4.8% |
| YTD | +23.6% | +11.7% | +11.9% | +9.1% |
| 1Y | -5.7% | +17.5% | -23.2% | -24.4% |
| All | -5.7% | +17.2% | -22.9% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling