-1.2%
AGNC vs ETSY
+58.1%
-59.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.1% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +2.8% | +28.2% | -25.5% | -0.2% |
| 3M | -14.2% | +6.6% | -20.8% | -15.2% |
| 6M | -11.7% | +45.4% | -57.1% | -15.1% |
| YTD | -7.7% | +65.1% | -72.8% | -13.0% |
| 1Y | -1.2% | +51.8% | -53.0% | -6.1% |
| All | -1.2% | +58.1% | -59.3% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 1y: compounded portfolio wealth divided by compounded ETSY 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…
1y analysis · Full analysis span regression · 6 months rolling