+318.0%
SPYM vs AG
+68.4%
+249.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.0% |
| 7D | -0.8% | -6.7% | +5.9% | -0.3% |
| 30D | -1.1% | +2.2% | -3.2% | -1.3% |
| 3M | +3.9% | +15.7% | -11.8% | +2.5% |
| 6M | +13.6% | -23.8% | +37.4% | +14.9% |
| YTD | +12.7% | +17.6% | -4.9% | +10.0% |
| 1Y | +17.6% | +88.6% | -71.0% | +10.5% |
| 3Y | +77.2% | +253.4% | -176.2% | +55.7% |
| 5Y | +84.1% | +62.4% | +21.7% | +66.9% |
| All | +318.0% | +68.4% | +249.7% | +270.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling