+666.3%
AGNC vs ILMN
+452.7%
+213.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.8% |
| 7D | +0.8% | +1.9% | -1.1% | +0.4% |
| 30D | -0.4% | +12.3% | -12.7% | -2.2% |
| 3M | +9.2% | +33.5% | -24.4% | +4.3% |
| 6M | +7.4% | +69.4% | -61.9% | -1.2% |
| YTD | +8.8% | +60.9% | -52.1% | +0.5% |
| 1Y | +18.3% | +115.0% | -96.7% | +3.9% |
| 3Y | +71.2% | +37.0% | +34.2% | +57.4% |
| 5Y | +34.8% | -53.1% | +87.9% | +39.6% |
| 10Y | +85.8% | +27.6% | +58.2% | +64.0% |
| All | +666.3% | +452.7% | +213.6% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling