+278,440.6%
AGX vs SPY
+2,225.3%
+276,215.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.8% |
| 7D | +7.9% | +0.5% | +7.4% | +7.5% |
| 30D | -26.9% | -0.9% | -25.9% | -26.4% |
| 3M | -29.5% | +3.9% | -33.4% | -30.8% |
| 6M | +5.6% | +14.5% | -8.9% | -2.4% |
| YTD | +39.8% | +12.9% | +26.9% | +30.4% |
| 1Y | +115.3% | +19.4% | +95.9% | +95.4% |
| 3Y | +922.7% | +78.5% | +844.2% | +644.3% |
| 5Y | +875.7% | +81.8% | +794.0% | +595.3% |
| 10Y | +953.3% | +311.5% | +641.8% | +379.4% |
| All | +278,440.6% | +2,225.3% | +276,215.3% | -80.0% |
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