+89.3%
AGIX vs SPY
+39.7%
+49.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.4% |
| 7D | +4.8% | -0.4% | +5.2% | +5.4% |
| 30D | +2.5% | -1.4% | +3.9% | +4.7% |
| 3M | +3.8% | +3.7% | +0.1% | -1.2% |
| 6M | +33.8% | +13.0% | +20.8% | +13.2% |
| YTD | +27.3% | +12.4% | +14.9% | +8.8% |
| 1Y | +32.8% | +18.5% | +14.3% | +5.7% |
| All | +89.3% | +39.7% | +49.6% | +21.4% |
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 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