-47.2%
AGNT vs SPY
+220.8%
-268.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +6.1% |
| 7D | -8.7% | +2.6% | -11.3% | -12.0% |
| 30D | -24.1% | -2.0% | -22.1% | -21.9% |
| 3M | -36.4% | -2.8% | -33.6% | -33.7% |
| 6M | -42.4% | +2.1% | -44.5% | -44.1% |
| YTD | -67.8% | +11.5% | -79.3% | -72.5% |
| 1Y | -73.2% | +13.5% | -86.6% | -77.6% |
| 3Y | -73.8% | +77.7% | -151.5% | -88.7% |
| 5Y | -93.2% | +72.6% | -165.8% | -96.7% |
| All | -47.2% | +220.8% | -268.0% | -86.0% |
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