+628.3%
AGNC vs JBL
+3,372.7%
-2,744.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.5% |
| 7D | -4.7% | +2.4% | -7.1% | -5.2% |
| 30D | -5.7% | -13.1% | +7.4% | -3.0% |
| 3M | +1.9% | -15.6% | +17.4% | +4.8% |
| 6M | +1.8% | +24.6% | -22.8% | -4.4% |
| YTD | +3.4% | +39.6% | -36.2% | -5.7% |
| 1Y | +13.6% | +48.6% | -35.0% | +1.5% |
| 3Y | +60.4% | +197.3% | -136.9% | +18.1% |
| 5Y | +27.0% | +413.0% | -386.0% | -18.7% |
| 10Y | +83.1% | +1,543.9% | -1,460.8% | -11.9% |
| All | +628.3% | +3,372.7% | -2,744.4% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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