-99.7%
AGMH vs SPY
+217.6%
-317.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -1.3% | -2.0% | +0.6% | -0.2% |
| 30D | -19.4% | -1.7% | -17.8% | -18.7% |
| 3M | -19.4% | +4.7% | -24.2% | -21.1% |
| 6M | -26.8% | +12.5% | -39.3% | -30.4% |
| YTD | -55.4% | +11.7% | -67.2% | -57.4% |
| 1Y | -62.2% | +17.5% | -79.6% | -64.5% |
| 3Y | -98.9% | +76.6% | -175.5% | -99.2% |
| 5Y | -99.8% | +82.0% | -181.8% | -99.8% |
| All | -99.7% | +217.6% | -317.3% | -99.8% |
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