+687.8%
SPY vs AG
+284.3%
+403.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.4% |
| 7D | -0.9% | -4.0% | +3.1% | -0.6% |
| 30D | -2.4% | -13.1% | +10.7% | -1.3% |
| 3M | -1.2% | -22.0% | +20.9% | +0.5% |
| 6M | +3.3% | -37.3% | +40.6% | +6.4% |
| YTD | +12.3% | -11.2% | +23.5% | +11.4% |
| 1Y | +12.4% | +23.9% | -11.5% | +8.4% |
| 3Y | +78.8% | +225.1% | -146.3% | +54.8% |
| 5Y | +75.2% | +7.7% | +67.4% | +61.8% |
| 10Y | +311.1% | +86.9% | +224.2% | +238.8% |
| All | +687.8% | +284.3% | +403.5% | +337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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