+628.3%
AGNC vs IT
+667.8%
-39.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.6% | -1.7% |
| 7D | -4.7% | -3.7% | -1.0% | -3.9% |
| 30D | -5.7% | +0.1% | -5.7% | -6.0% |
| 3M | +1.9% | +20.7% | -18.8% | -4.6% |
| 6M | +1.8% | +12.0% | -10.2% | -3.8% |
| YTD | +3.4% | -28.8% | +32.3% | +9.1% |
| 1Y | +13.6% | -25.5% | +39.1% | +17.5% |
| 3Y | +60.4% | -48.8% | +109.1% | +79.7% |
| 5Y | +27.0% | -42.7% | +69.7% | +35.3% |
| 10Y | +83.1% | +102.5% | -19.4% | +25.7% |
| All | +628.3% | +667.8% | -39.5% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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