+666.3%
AGNC vs ALK
+767.1%
-100.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.0% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | -0.4% | -18.5% | +18.1% | +4.0% |
| 3M | +9.2% | -3.6% | +12.7% | +9.3% |
| 6M | +7.4% | -3.7% | +11.1% | +6.8% |
| YTD | +8.8% | -19.0% | +27.9% | +11.8% |
| 1Y | +18.3% | -36.0% | +54.3% | +27.2% |
| 3Y | +71.2% | +2.3% | +68.8% | +59.9% |
| 5Y | +34.8% | -27.8% | +62.5% | +33.6% |
| 10Y | +85.8% | -39.0% | +124.8% | +74.8% |
| All | +666.3% | +767.1% | -100.7% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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