+102.0%
AGQ vs SPY
+79.8%
+22.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.6% | -10.2% | -10.1% |
| 7D | -10.2% | -2.0% | -8.2% | -8.0% |
| 30D | -5.4% | -1.7% | -3.8% | -3.4% |
| 3M | -6.7% | +4.7% | -11.5% | -10.6% |
| 6M | -55.5% | +12.5% | -68.0% | -59.5% |
| YTD | -51.6% | +11.7% | -63.3% | -55.0% |
| 1Y | +24.1% | +17.5% | +6.6% | +11.0% |
| 3Y | +184.0% | +76.6% | +107.4% | +83.8% |
| 5Y | +102.0% | +82.0% | +20.0% | +18.5% |
| All | +102.0% | +79.8% | +22.3% | +18.5% |
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