+92.8%
AGNC vs ETSY
+134.7%
-41.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -4.7% | -4.9% | +0.2% | -4.2% |
| 30D | -5.7% | -8.6% | +3.0% | -4.9% |
| 3M | +1.9% | +4.8% | -2.9% | +1.2% |
| 6M | +1.8% | +38.1% | -36.3% | -1.9% |
| YTD | +3.4% | +31.2% | -27.8% | -0.2% |
| 1Y | +13.6% | +22.1% | -8.5% | +9.8% |
| 3Y | +60.4% | +12.2% | +48.1% | +53.7% |
| 5Y | +27.0% | -66.5% | +93.4% | +30.8% |
| 10Y | +83.1% | +433.4% | -350.3% | +52.5% |
| All | +92.8% | +134.7% | -41.9% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling