+318.0%
SPYM vs AGI
+392.3%
-74.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -0.8% | -2.7% | +2.0% | -0.6% |
| 30D | -1.1% | +7.2% | -8.3% | -1.5% |
| 3M | +3.9% | +4.3% | -0.4% | +3.4% |
| 6M | +13.6% | -27.1% | +40.7% | +15.1% |
| YTD | +12.7% | -6.6% | +19.3% | +12.5% |
| 1Y | +17.6% | +9.5% | +8.1% | +16.2% |
| 3Y | +77.2% | +208.4% | -131.2% | +65.5% |
| 5Y | +84.1% | +401.6% | -317.5% | +67.9% |
| All | +318.0% | +392.3% | -74.3% | +288.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling