+160.1%
AGNG vs SPY
+332.6%
-172.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -5.1% | -2.0% | -3.1% | -3.8% |
| 30D | -4.0% | -1.7% | -2.3% | -2.9% |
| 3M | +5.7% | +4.7% | +1.0% | +2.3% |
| 6M | +0.5% | +12.5% | -12.1% | -7.6% |
| YTD | +2.6% | +11.7% | -9.1% | -5.2% |
| 1Y | +10.4% | +17.5% | -7.0% | -1.5% |
| 3Y | +39.4% | +76.6% | -37.2% | -7.6% |
| 5Y | +26.9% | +82.0% | -55.1% | -18.4% |
| 10Y | +145.0% | +317.1% | -172.2% | -1.6% |
| All | +160.1% | +332.6% | -172.5% | +4.6% |
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