+628.3%
AGNC vs QID
-100.0%
+728.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.8% |
| 7D | -4.7% | +1.3% | -6.0% | -4.4% |
| 30D | -5.7% | +2.9% | -8.6% | -4.9% |
| 3M | +1.9% | -0.7% | +2.6% | +2.3% |
| 6M | +1.8% | -29.7% | +31.5% | -5.5% |
| YTD | +3.4% | -27.9% | +31.3% | -3.1% |
| 1Y | +13.6% | -34.6% | +48.2% | +4.2% |
| 3Y | +60.4% | -73.5% | +133.9% | +23.5% |
| 5Y | +27.0% | -81.0% | +108.0% | -1.8% |
| 10Y | +83.1% | -99.2% | +182.2% | -26.4% |
| All | +628.3% | -100.0% | +728.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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