Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SPYM vs AG✓SelectedUSD · AGSPYM vs AG performance historyLatest closeAs of-0.55%09/08
Stock and ETF performance explorer

SPYM vs AG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+82.3%
AG return
+65.4%
Excess return
+16.9%
Maximum drawdown
-24.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioAGExcessAlpha
1D-0.6%-1.0%+0.5%-0.5%
7D+0.6%+4.5%-3.9%+0.2%
30D-0.9%+12.9%-13.8%-2.1%
3M+3.9%+20.9%-17.0%+1.7%
6M+14.5%-19.5%+34.1%+15.6%
YTD+13.0%+24.8%-11.8%+8.8%
1Y+19.4%+120.2%-100.8%+8.1%
3Y+78.9%+279.0%-200.1%+48.0%
5Y+82.3%+67.9%+14.4%+60.1%
All+82.3%+65.4%+16.9%+60.1%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling