+506.3%
AGNC vs EXPD
+418.4%
+87.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.3% | +5.5% | -11.8% | -7.8% |
| 30D | -3.1% | -0.8% | -2.3% | -3.0% |
| 3M | -22.1% | +4.1% | -26.2% | -23.2% |
| 6M | -16.9% | +25.7% | -42.6% | -22.7% |
| YTD | -13.9% | +31.4% | -45.3% | -21.7% |
| 1Y | -6.9% | +42.2% | -49.1% | -17.4% |
| 3Y | +50.9% | +77.2% | -26.3% | +23.3% |
| 5Y | +3.9% | +61.0% | -57.1% | -13.7% |
| 10Y | +47.4% | +334.8% | -287.4% | -10.8% |
| All | +506.3% | +418.4% | +87.9% | +205.3% |
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