-25.8%
AGIO vs SPY
+72.4%
-98.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +1.8% | -0.6% | +2.4% | +2.9% |
| 30D | -0.2% | -3.7% | +3.5% | +5.4% |
| 3M | -2.5% | -2.7% | +0.2% | +1.6% |
| 6M | +14.3% | +2.2% | +12.1% | +11.3% |
| YTD | +16.7% | +10.8% | +5.8% | +2.4% |
| 1Y | -23.2% | +11.2% | -34.5% | -33.2% |
| 3Y | +50.2% | +76.5% | -26.2% | -28.3% |
| All | -25.8% | +72.4% | -98.1% | -65.6% |
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