+61.0%
AGNC vs EXPD
+70.1%
-9.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | -4.4% | +1.2% | -5.6% | -4.7% |
| 30D | -5.4% | +6.8% | -12.2% | -6.9% |
| 3M | +3.5% | +14.9% | -11.5% | -0.1% |
| 6M | +1.7% | +34.6% | -32.9% | -5.9% |
| YTD | +3.9% | +27.7% | -23.9% | -3.4% |
| 1Y | +13.8% | +57.7% | -43.8% | -1.5% |
| All | +61.0% | +70.1% | -9.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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