-88.2%
AGL vs SPY
+98.7%
-186.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.8% |
| 7D | +4.5% | +0.5% | +3.9% | +3.8% |
| 30D | -4.3% | -0.9% | -3.4% | -3.4% |
| 3M | -4.2% | +3.9% | -8.0% | -7.3% |
| 6M | +511.2% | +14.5% | +496.6% | +441.9% |
| YTD | +430.4% | +12.9% | +417.5% | +380.2% |
| 1Y | +190.1% | +19.4% | +170.7% | +152.3% |
| 3Y | -80.2% | +78.5% | -158.6% | -88.5% |
| 5Y | -88.7% | +81.8% | -170.4% | -93.3% |
| All | -88.2% | +98.7% | -186.9% | -92.9% |
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