-99.8%
AGMH vs SPY
+81.0%
-180.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.4% |
| 7D | -3.7% | -0.4% | -3.4% | -3.4% |
| 30D | -16.2% | -1.4% | -14.8% | -15.2% |
| 3M | -29.6% | +3.7% | -33.3% | -31.3% |
| 6M | -27.0% | +13.0% | -40.0% | -32.9% |
| YTD | -55.3% | +12.4% | -67.7% | -58.7% |
| 1Y | -60.0% | +18.5% | -78.5% | -64.2% |
| 3Y | -98.9% | +77.6% | -176.6% | -99.3% |
| 5Y | -99.8% | +81.7% | -181.5% | -99.9% |
| All | -99.8% | +81.0% | -180.8% | -99.9% |
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 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