+856.9%
AGYS vs SPY
+322.5%
+534.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.8% |
| 7D | -6.2% | -0.8% | -5.4% | -5.4% |
| 30D | -2.7% | -1.1% | -1.6% | -1.5% |
| 3M | +13.8% | +3.9% | +10.0% | +9.4% |
| 6M | +44.1% | +13.6% | +30.5% | +25.8% |
| YTD | -12.1% | +12.7% | -24.7% | -22.5% |
| 1Y | -4.2% | +17.5% | -21.7% | -19.1% |
| 3Y | +55.7% | +76.9% | -21.2% | -12.1% |
| 5Y | +104.9% | +83.6% | +21.3% | +11.6% |
| All | +856.9% | +322.5% | +534.4% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling