+60.4%
AGNC vs EQX
+168.9%
-108.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -4.7% | -3.2% | -1.5% | -4.4% |
| 30D | -5.7% | +7.8% | -13.4% | -6.4% |
| 3M | +1.9% | +21.3% | -19.5% | -0.1% |
| 6M | +1.8% | -22.4% | +24.2% | +3.0% |
| YTD | +3.4% | -11.3% | +14.8% | +3.5% |
| 1Y | +13.6% | +13.5% | +0.1% | +11.4% |
| 3Y | +60.4% | +162.1% | -101.8% | +40.0% |
| All | +60.4% | +168.9% | -108.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling