-97.0%
AGRZ vs SPY
+15.4%
-112.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +2.7% | +3.3% | -0.6% | +3.1% |
| 30D | -49.5% | -2.7% | -46.8% | -50.5% |
| 3M | -58.7% | -1.7% | -56.9% | -59.4% |
| 6M | -71.5% | +3.1% | -74.6% | -70.4% |
| YTD | -87.7% | +11.9% | -99.6% | -85.8% |
| 1Y | -96.5% | +12.0% | -108.5% | -96.5% |
| All | -97.0% | +15.4% | -112.4% | -96.1% |
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