+75.8%
SPYM vs AGI
+204.0%
-128.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | -2.0% | -5.3% | +3.3% | -1.5% |
| 30D | -1.6% | +6.8% | -8.4% | -2.3% |
| 3M | +4.7% | +8.3% | -3.6% | +3.7% |
| 6M | +12.6% | -29.2% | +41.8% | +15.3% |
| YTD | +11.8% | -7.3% | +19.0% | +11.5% |
| 1Y | +17.5% | +8.0% | +9.5% | +15.2% |
| All | +75.8% | +204.0% | -128.2% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling