0.0%
AGNC vs ILMN
+92.1%
-92.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +4.2% |
| 7D | +1.5% | -21.6% | +23.0% | +2.8% |
| 30D | +3.9% | -22.9% | +26.8% | +5.3% |
| 3M | -13.5% | +11.6% | -25.1% | -14.9% |
| 6M | -10.6% | +62.5% | -73.1% | -15.2% |
| YTD | -7.2% | +72.7% | -79.9% | -14.0% |
| 1Y | 0.0% | +93.9% | -93.9% | -10.2% |
| All | 0.0% | +92.1% | -92.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling