+19.6%
AGNC vs SONY
-10.8%
+30.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | +0.9% | +9.4% | -8.5% | +0.1% |
| 3M | +7.0% | +10.5% | -3.5% | +5.7% |
| 6M | +3.9% | +11.7% | -7.8% | +1.8% |
| YTD | +8.5% | -4.1% | +12.6% | +6.5% |
| 1Y | +19.6% | -11.8% | +31.3% | +18.1% |
| All | +19.6% | -10.8% | +30.4% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling