-25.0%
AGNT vs SPY
+224.2%
-249.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.0% |
| 7D | -0.2% | -0.8% | +0.5% | +1.0% |
| 30D | -5.0% | -1.1% | -4.0% | -3.4% |
| 3M | -13.3% | +3.9% | -17.2% | -17.8% |
| 6M | -31.7% | +13.6% | -45.3% | -43.1% |
| YTD | -54.3% | +12.7% | -67.0% | -61.5% |
| 1Y | -63.4% | +17.5% | -80.9% | -71.0% |
| 3Y | -77.3% | +76.9% | -154.2% | -90.1% |
| 5Y | -90.4% | +83.6% | -174.0% | -95.7% |
| All | -25.0% | +224.2% | -249.3% | -80.4% |
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