+36.1%
AGZD vs SPY
+425.6%
-389.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | +0.3% | -1.7% | +1.9% | +0.3% |
| 3M | +0.6% | +4.7% | -4.1% | +0.6% |
| 6M | +2.4% | +12.5% | -10.1% | +2.2% |
| YTD | +3.0% | +11.7% | -8.7% | +2.8% |
| 1Y | +4.9% | +17.5% | -12.6% | +4.6% |
| 3Y | +17.4% | +76.6% | -59.2% | +16.2% |
| 5Y | +24.4% | +82.0% | -57.6% | +23.0% |
| 10Y | +36.9% | +317.1% | -280.2% | +32.7% |
| All | +36.1% | +425.6% | -389.6% | +31.3% |
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