+5,755.2%
AAPL vs AGNC
+622.7%
+5,132.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +3.8% | -4.7% | +8.5% | +5.7% |
| 30D | +9.9% | -5.7% | +15.6% | +12.3% |
| 3M | +12.5% | +1.9% | +10.6% | +11.6% |
| 6M | +27.6% | +1.8% | +25.8% | +26.3% |
| YTD | +22.6% | +3.4% | +19.1% | +20.3% |
| 1Y | +45.0% | +13.6% | +31.4% | +37.1% |
| 3Y | +87.8% | +60.4% | +27.4% | +54.4% |
| 5Y | +128.7% | +27.0% | +101.7% | +101.7% |
| 10Y | +1,308.9% | +83.1% | +1,225.8% | +945.0% |
| All | +5,755.2% | +622.7% | +5,132.5% | +1,988.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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