+703.8%
SPYM vs AG
+264.0%
+439.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.1% |
| 7D | +3.3% | -6.0% | +9.3% | +3.7% |
| 30D | -2.6% | -14.3% | +11.7% | -1.6% |
| 3M | -1.7% | -26.9% | +25.2% | +0.3% |
| 6M | +3.1% | -42.1% | +45.2% | +6.7% |
| YTD | +12.0% | -15.9% | +27.9% | +11.7% |
| 1Y | +12.1% | +11.5% | +0.6% | +9.2% |
| 3Y | +78.5% | +208.0% | -129.4% | +56.7% |
| 5Y | +73.8% | +2.4% | +71.4% | +62.1% |
| 10Y | +312.5% | +77.0% | +235.5% | +246.8% |
| All | +703.8% | +264.0% | +439.8% | +373.7% |
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