+624.0%
AGNC vs CGNX
+1,008.6%
-384.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | +0.6% |
| 7D | -5.3% | -3.8% | -1.5% | -4.7% |
| 30D | -6.9% | -8.6% | +1.7% | -5.6% |
| 3M | +1.2% | -5.7% | +6.9% | +1.5% |
| 6M | +5.6% | +25.2% | -19.6% | +0.4% |
| YTD | +2.8% | +67.2% | -64.4% | -8.4% |
| 1Y | +13.5% | +35.8% | -22.3% | +4.3% |
| 3Y | +55.3% | +40.5% | +14.9% | +38.1% |
| 5Y | +26.9% | -29.7% | +56.6% | +24.3% |
| 10Y | +79.7% | +166.0% | -86.3% | +32.4% |
| All | +624.0% | +1,008.6% | -384.6% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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