+50.7%
AGZ vs SPY
+1,049.0%
-998.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | 0.0% |
| 7D | +0.1% | +0.1% | +0.1% | +0.2% |
| 30D | +1.2% | -3.3% | +4.5% | +1.1% |
| 3M | -0.4% | -2.4% | +2.0% | -0.5% |
| 6M | -0.2% | +2.6% | -2.7% | -0.1% |
| YTD | +0.2% | +11.2% | -11.0% | +0.5% |
| 1Y | +0.6% | +13.4% | -12.7% | +1.0% |
| 3Y | +12.9% | +79.9% | -67.0% | +14.8% |
| 5Y | +5.6% | +72.2% | -66.6% | +7.2% |
| 10Y | +20.2% | +307.3% | -287.1% | +26.5% |
| All | +50.7% | +1,049.0% | -998.4% | +63.8% |
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