+486.5%
ABT vs AGNC
+622.7%
-136.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -5.9% | -4.7% | -1.2% | -4.9% |
| 30D | -8.1% | -5.7% | -2.4% | -6.9% |
| 3M | +14.5% | +1.9% | +12.7% | +14.0% |
| 6M | -6.3% | +1.8% | -8.1% | -6.8% |
| YTD | -17.1% | +3.4% | -20.6% | -18.0% |
| 1Y | -21.4% | +13.6% | -35.0% | -23.8% |
| 3Y | +5.9% | +60.4% | -54.4% | -5.5% |
| 5Y | -12.8% | +27.0% | -39.7% | -19.5% |
| 10Y | +200.1% | +83.1% | +117.0% | +151.7% |
| All | +486.5% | +622.7% | -136.2% | +244.0% |
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