+628.3%
AGNC vs JHX
+657.7%
-29.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -4.7% | -6.3% | +1.6% | -3.5% |
| 30D | -5.7% | -7.7% | +2.1% | -4.3% |
| 3M | +1.9% | +19.2% | -17.3% | -1.6% |
| 6M | +1.8% | +38.3% | -36.5% | -4.8% |
| YTD | +3.4% | +37.2% | -33.8% | -3.3% |
| 1Y | +13.6% | +42.3% | -28.7% | +5.1% |
| 3Y | +60.4% | -4.4% | +64.8% | +52.8% |
| 5Y | +27.0% | -26.4% | +53.4% | +24.0% |
| 10Y | +83.1% | +106.3% | -23.2% | +44.3% |
| All | +628.3% | +657.7% | -29.4% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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