+2.1%
AGMB vs SPY
+12.5%
-10.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.2% |
| 7D | +9.5% | -0.4% | +9.9% | +10.4% |
| 30D | -0.3% | -1.4% | +1.1% | +2.3% |
| 3M | +52.7% | +3.7% | +48.9% | +42.2% |
| 6M | +3.7% | +13.0% | -9.3% | -18.3% |
| All | +2.1% | +12.5% | -10.4% | -17.3% |
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