+76.8%
AGQ vs SPY
+1,130.1%
-1,053.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | +5.1% | +0.5% | +4.6% | +4.7% |
| 30D | +4.9% | -0.9% | +5.8% | +5.8% |
| 3M | -12.6% | +3.9% | -16.4% | -14.6% |
| 6M | -47.2% | +14.5% | -61.7% | -51.5% |
| YTD | -48.0% | +12.9% | -61.0% | -51.2% |
| 1Y | +31.5% | +19.4% | +12.2% | +19.0% |
| 3Y | +204.7% | +78.5% | +126.3% | +105.6% |
| 5Y | +113.0% | +81.8% | +31.3% | +40.6% |
| 10Y | +59.0% | +311.5% | -252.5% | -42.4% |
| All | +76.8% | +1,130.1% | -1,053.3% | -68.6% |
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