-90.4%
AGNT vs SPY
+82.3%
-172.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +5.7% |
| 7D | -0.2% | -0.8% | +0.5% | +1.2% |
| 30D | -5.0% | -1.1% | -4.0% | -3.1% |
| 3M | -13.3% | +3.9% | -17.2% | -18.7% |
| 6M | -31.7% | +13.6% | -45.3% | -45.2% |
| YTD | -54.3% | +12.7% | -67.0% | -62.8% |
| 1Y | -63.4% | +17.5% | -80.9% | -72.5% |
| 3Y | -77.3% | +76.9% | -154.2% | -92.4% |
| All | -90.4% | +82.3% | -172.7% | -96.8% |
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 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