+666.3%
AGNC vs EXPD
+394.8%
+271.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | -0.4% | +4.1% | -4.4% | -1.6% |
| 3M | +9.2% | +13.8% | -4.6% | +4.9% |
| 6M | +7.4% | +27.3% | -19.9% | -0.6% |
| YTD | +8.8% | +25.4% | -16.6% | +0.6% |
| 1Y | +18.3% | +54.4% | -36.1% | +2.2% |
| 3Y | +71.2% | +67.9% | +3.3% | +42.6% |
| 5Y | +34.8% | +59.2% | -24.4% | +12.3% |
| 10Y | +85.8% | +308.6% | -222.7% | +14.7% |
| All | +666.3% | +394.8% | +271.5% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling