-25.8%
AGNT vs SPY
+224.9%
-250.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | +1.5% | +0.5% | +1.0% | +0.7% |
| 30D | -8.3% | -0.9% | -7.4% | -7.0% |
| 3M | -14.9% | +3.9% | -18.8% | -19.5% |
| 6M | -36.9% | +14.5% | -51.4% | -48.1% |
| YTD | -54.7% | +12.9% | -67.7% | -62.0% |
| 1Y | -63.6% | +19.4% | -83.0% | -71.9% |
| 3Y | -77.3% | +78.5% | -155.7% | -90.3% |
| 5Y | -90.7% | +81.8% | -172.5% | -95.8% |
| All | -25.8% | +224.9% | -250.7% | -80.7% |
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