-78.8%
AGNT vs SPY
+75.5%
-154.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.2% |
| 7D | -7.2% | -2.0% | -5.2% | -4.8% |
| 30D | -11.2% | -1.7% | -9.5% | -9.2% |
| 3M | -19.3% | +4.7% | -24.1% | -23.8% |
| 6M | -36.9% | +12.5% | -49.4% | -45.4% |
| YTD | -57.4% | +11.7% | -69.1% | -62.8% |
| 1Y | -65.3% | +17.5% | -82.8% | -71.6% |
| All | -78.8% | +75.5% | -154.3% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling