-92.0%
AGRZ vs SPY
+15.9%
-107.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.5% | +10.9% | +10.0% |
| 7D | +13.4% | -0.4% | +13.8% | +13.1% |
| 30D | -12.0% | -1.4% | -10.7% | -13.1% |
| 3M | -13.0% | +3.7% | -16.7% | -9.5% |
| 6M | -45.5% | +13.0% | -58.5% | -38.8% |
| YTD | -67.4% | +12.4% | -79.8% | -62.2% |
| All | -92.0% | +15.9% | -107.9% | -89.7% |
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