+631.2%
AGNC vs EXEL
+766.2%
-135.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.9% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | -5.4% | +11.9% | -17.3% | -6.4% |
| 3M | +3.5% | +9.2% | -5.8% | +2.5% |
| 6M | +1.7% | +39.1% | -37.4% | -1.6% |
| YTD | +3.9% | +31.0% | -27.2% | +0.9% |
| 1Y | +13.8% | +52.3% | -38.5% | +8.8% |
| 3Y | +63.3% | +159.7% | -96.4% | +46.6% |
| 5Y | +27.5% | +187.7% | -160.2% | +12.5% |
| 10Y | +83.8% | +379.4% | -295.6% | +46.7% |
| All | +631.2% | +766.2% | -135.0% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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