+631.2%
AGNC vs AWK
+921.0%
-289.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.4% | -0.7% | -3.7% | -4.1% |
| 30D | -5.4% | +2.8% | -8.2% | -6.4% |
| 3M | +3.5% | +11.3% | -7.9% | -0.9% |
| 6M | +1.7% | +6.7% | -5.0% | -1.3% |
| YTD | +3.9% | +9.4% | -5.5% | -0.6% |
| 1Y | +13.8% | +3.7% | +10.1% | +11.0% |
| 3Y | +63.3% | +9.2% | +54.1% | +53.2% |
| 5Y | +27.5% | -15.7% | +43.2% | +31.0% |
| 10Y | +83.8% | +135.3% | -51.5% | +21.4% |
| All | +631.2% | +921.0% | -289.8% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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