+628.3%
AGNC vs DGX
+552.8%
+75.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -4.7% | -0.9% | -3.8% | -4.4% |
| 30D | -5.7% | -1.2% | -4.5% | -5.4% |
| 3M | +1.9% | +15.8% | -13.9% | -2.8% |
| 6M | +1.8% | +18.2% | -16.4% | -3.6% |
| YTD | +3.4% | +37.2% | -33.8% | -6.7% |
| 1Y | +13.6% | +30.4% | -16.7% | +3.9% |
| 3Y | +60.4% | +96.7% | -36.3% | +27.4% |
| 5Y | +27.0% | +67.2% | -40.2% | +4.9% |
| 10Y | +83.1% | +253.9% | -170.8% | +15.1% |
| All | +628.3% | +552.8% | +75.5% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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