+251.0%
SPOT vs AGI
+644.0%
-393.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -6.5% | +2.2% | -8.7% | -6.7% |
| 30D | +2.2% | +11.3% | -9.1% | +0.8% |
| 3M | +5.4% | +5.6% | -0.2% | +4.3% |
| 6M | -4.0% | -27.7% | +23.7% | -1.0% |
| YTD | -9.9% | -4.1% | -5.9% | -10.4% |
| 1Y | -27.3% | +13.8% | -41.1% | -29.3% |
| 3Y | +236.4% | +217.0% | +19.4% | +192.1% |
| 5Y | +112.6% | +404.3% | -291.7% | +76.8% |
| All | +251.0% | +644.0% | -393.0% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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