-5.1%
AGRO vs SPY
+74.0%
-79.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.1% | -6.2% |
| 7D | -6.8% | +3.3% | -10.1% | -8.2% |
| 30D | -18.6% | -2.7% | -15.9% | -17.6% |
| 3M | -7.6% | -1.7% | -5.9% | -7.1% |
| 6M | -34.3% | +3.1% | -37.4% | -35.7% |
| YTD | +9.2% | +11.9% | -2.7% | +1.8% |
| 1Y | +9.6% | +12.0% | -2.4% | +2.1% |
| 3Y | -11.5% | +78.2% | -89.6% | -40.9% |
| 5Y | -5.1% | +73.2% | -78.3% | -32.8% |
| All | -5.1% | +74.0% | -79.1% | -32.8% |
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