+83.3%
SPYM vs AGI
+400.3%
-317.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -1.0% | -2.7% | +1.7% | -0.8% |
| 30D | -1.3% | +7.2% | -8.6% | -2.2% |
| 3M | +3.6% | +4.3% | -0.7% | +2.8% |
| 6M | +13.3% | -27.1% | +40.4% | +16.4% |
| YTD | +12.4% | -6.6% | +19.0% | +11.9% |
| 1Y | +17.3% | +9.5% | +7.8% | +14.1% |
| 3Y | +76.8% | +208.4% | -131.7% | +48.4% |
| All | +83.3% | +400.3% | -317.0% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling