+628.3%
AGNC vs CLX
+167.8%
+460.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -4.7% | -5.7% | +1.0% | -3.1% |
| 30D | -5.7% | -17.0% | +11.3% | -0.6% |
| 3M | +1.9% | -9.7% | +11.5% | +4.6% |
| 6M | +1.8% | -19.8% | +21.6% | +7.7% |
| YTD | +3.4% | -9.8% | +13.3% | +5.5% |
| 1Y | +13.6% | -26.2% | +39.8% | +22.7% |
| 3Y | +60.4% | -36.2% | +96.6% | +78.4% |
| 5Y | +27.0% | -38.3% | +65.3% | +39.3% |
| 10Y | +83.1% | -3.5% | +86.6% | +53.4% |
| All | +628.3% | +167.8% | +460.5% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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