+1,149.0%
ABBV vs AGNC
+96.8%
+1,052.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +2.2% |
| 7D | -2.0% | -4.4% | +2.4% | -1.2% |
| 30D | +2.0% | -5.4% | +7.3% | +3.0% |
| 3M | +14.2% | +3.5% | +10.7% | +13.4% |
| 6M | +14.1% | +1.7% | +12.3% | +13.5% |
| YTD | +14.2% | +3.9% | +10.4% | +13.1% |
| 1Y | +24.2% | +13.8% | +10.4% | +20.9% |
| 3Y | +89.8% | +63.3% | +26.5% | +72.4% |
| 5Y | +187.2% | +27.5% | +159.7% | +169.9% |
| 10Y | +506.7% | +83.8% | +422.9% | +428.6% |
| All | +1,149.0% | +96.8% | +1,052.3% | +1,025.7% |
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