+82.0%
SPY vs AGI
+389.1%
-307.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -2.0% | -5.4% | +3.4% | -1.4% |
| 30D | -1.7% | +6.6% | -8.3% | -2.4% |
| 3M | +4.7% | +8.2% | -3.5% | +3.5% |
| 6M | +12.5% | -29.3% | +41.8% | +15.9% |
| YTD | +11.7% | -7.4% | +19.1% | +11.2% |
| 1Y | +17.5% | +7.9% | +9.6% | +14.5% |
| 3Y | +76.6% | +206.2% | -129.7% | +48.3% |
| 5Y | +82.0% | +397.6% | -315.6% | +43.5% |
| All | +82.0% | +389.1% | -307.0% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling