+715.5%
SPYM vs AG
+445.6%
+269.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | +0.1% | +19.2% | -19.1% | -1.4% |
| 3M | +2.0% | +6.2% | -4.1% | +1.2% |
| 6M | +13.1% | -26.7% | +39.7% | +14.8% |
| YTD | +13.6% | +26.1% | -12.5% | +10.1% |
| 1Y | +20.1% | +131.7% | -111.6% | +10.4% |
| 3Y | +77.6% | +255.3% | -177.8% | +54.0% |
| 5Y | +82.5% | +61.9% | +20.6% | +64.5% |
| 10Y | +317.6% | +72.0% | +245.6% | +251.6% |
| All | +715.5% | +445.6% | +269.9% | +366.9% |
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