+1,432.6%
AGYS vs SPY
+3,074.3%
-1,641.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.4% |
| 7D | -4.0% | +0.5% | -4.5% | -4.5% |
| 30D | -0.5% | -0.9% | +0.4% | +0.7% |
| 3M | +21.3% | +3.9% | +17.4% | +15.8% |
| 6M | +39.5% | +14.5% | +24.9% | +18.9% |
| YTD | -9.1% | +12.9% | -22.0% | -21.2% |
| 1Y | -5.2% | +19.4% | -24.6% | -22.7% |
| 3Y | +55.6% | +78.5% | -22.9% | -18.0% |
| 5Y | +100.9% | +81.8% | +19.2% | +2.3% |
| 10Y | +858.5% | +311.5% | +547.0% | +96.8% |
| All | +1,432.6% | +3,074.3% | -1,641.6% | -16.2% |
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