+260.9%
AGNC vs COPX
+179.5%
+81.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -2.3% | -2.3% | -4.2% |
| 30D | -5.7% | +0.3% | -5.9% | -5.9% |
| 3M | +1.9% | +6.8% | -5.0% | -0.2% |
| 6M | +1.8% | +7.9% | -6.1% | -1.2% |
| YTD | +3.4% | +23.7% | -20.3% | -3.2% |
| 1Y | +13.6% | +71.5% | -57.9% | -1.8% |
| 3Y | +60.4% | +149.1% | -88.7% | +24.7% |
| 5Y | +27.0% | +167.3% | -140.4% | -4.5% |
| 10Y | +83.1% | +568.5% | -485.4% | +7.7% |
| All | +260.9% | +179.5% | +81.4% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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