+1.5%
AGIO vs SPY
+452.2%
-450.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +1.8% | -0.6% | +2.4% | +3.0% |
| 30D | -0.2% | -3.7% | +3.5% | +5.7% |
| 3M | -2.5% | -2.7% | +0.2% | +1.7% |
| 6M | +14.3% | +2.2% | +12.1% | +11.1% |
| YTD | +16.7% | +10.8% | +5.8% | +2.0% |
| 1Y | -23.2% | +11.2% | -34.5% | -33.5% |
| 3Y | +50.2% | +76.5% | -26.2% | -28.6% |
| 5Y | -26.1% | +72.9% | -99.1% | -63.4% |
| 10Y | -50.2% | +304.8% | -355.0% | -93.6% |
| All | +1.5% | +452.2% | -450.6% | -93.4% |
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 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