+463.1%
AGO vs SPY
+902.9%
-439.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | -3.8% | -0.4% | -3.4% | -3.2% |
| 30D | -4.4% | -1.4% | -3.1% | -2.5% |
| 3M | -3.7% | +3.7% | -7.4% | -9.3% |
| 6M | -14.8% | +13.0% | -27.8% | -29.5% |
| YTD | -18.5% | +12.4% | -30.9% | -32.2% |
| 1Y | -10.7% | +18.5% | -29.2% | -31.7% |
| 3Y | +26.1% | +77.6% | -51.5% | -48.8% |
| 5Y | +64.3% | +81.7% | -17.4% | -37.9% |
| 10Y | +208.2% | +319.7% | -111.5% | -70.6% |
| All | +463.1% | +902.9% | -439.7% | -82.0% |
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