+823.3%
SPYM vs AGI
+1,070.1%
-246.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.5% |
| 7D | +0.6% | +4.4% | -3.8% | +0.3% |
| 30D | -0.9% | +10.0% | -10.9% | -1.5% |
| 3M | +3.9% | +1.7% | +2.2% | +3.6% |
| 6M | +14.5% | -26.8% | +41.3% | +16.0% |
| YTD | +13.0% | -5.3% | +18.3% | +12.7% |
| 1Y | +19.4% | +11.5% | +7.9% | +17.9% |
| 3Y | +78.9% | +212.9% | -134.1% | +66.7% |
| 5Y | +82.3% | +388.8% | -306.4% | +65.3% |
| 10Y | +314.7% | +383.6% | -68.8% | +266.5% |
| All | +823.3% | +1,070.1% | -246.8% | +629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling