+686.2%
AGM vs SPY
+322.5%
+363.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.3% |
| 30D | -5.3% | -1.1% | -4.2% | -4.3% |
| 3M | +25.4% | +3.9% | +21.6% | +20.9% |
| 6M | +46.8% | +13.6% | +33.2% | +30.2% |
| YTD | +31.0% | +12.7% | +18.3% | +16.7% |
| 1Y | +18.1% | +17.5% | +0.6% | +0.9% |
| 3Y | +47.7% | +76.9% | -29.2% | -15.0% |
| 5Y | +168.5% | +83.6% | +85.0% | +47.9% |
| All | +686.2% | +322.5% | +363.7% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling